-57.2%
COIN vs MCO
+6.7%
-63.9%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.5% | -7.2% | -8.0% |
| 7D | -14.8% | +5.4% | -20.2% | -17.8% |
| 30D | -26.3% | +13.9% | -40.3% | -33.0% |
| 3M | -8.7% | +6.7% | -15.4% | -12.7% |
| 6M | -30.8% | +13.9% | -44.7% | -37.1% |
| YTD | -39.5% | +1.6% | -41.1% | -42.7% |
| 1Y | -57.2% | +6.9% | -64.0% | -60.7% |
| All | -57.2% | +6.7% | -63.9% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling