+117.4%
COIN vs MCK
+112.3%
+5.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | -5.1% | -2.9% | -2.2% | -5.9% |
| 30D | +17.6% | +0.4% | +17.2% | +17.9% |
| 3M | +9.2% | +12.1% | -2.9% | +13.2% |
| 6M | -11.8% | -5.4% | -6.3% | -11.9% |
| YTD | -22.5% | +7.8% | -30.3% | -18.7% |
| 1Y | -45.9% | +22.9% | -68.8% | -41.7% |
| 3Y | +117.4% | +110.7% | +6.7% | +194.5% |
| All | +117.4% | +112.3% | +5.1% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MCK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling