-39.8%
COIN vs MCO
+0.4%
-40.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -2.9% |
| 7D | +3.4% | -4.2% | +7.5% | +6.0% |
| 30D | +23.2% | +2.2% | +21.0% | +21.7% |
| 3M | +12.5% | +10.1% | +2.4% | +5.8% |
| 6M | -11.6% | +5.3% | -16.9% | -15.0% |
| YTD | -18.4% | -2.7% | -15.6% | -19.6% |
| 1Y | -39.8% | -0.4% | -39.4% | -41.6% |
| All | -39.8% | +0.4% | -40.2% | -41.6% |
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