-46.6%
COIN vs MCO
+57.1%
-103.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | -0.2% |
| 7D | -5.1% | -3.8% | -1.3% | -0.6% |
| 30D | +17.6% | -0.4% | +18.0% | +18.2% |
| 3M | +9.2% | +7.7% | +1.5% | -0.8% |
| 6M | -11.8% | +7.0% | -18.8% | -20.3% |
| YTD | -22.5% | -6.4% | -16.1% | -18.4% |
| 1Y | -45.9% | -7.6% | -38.3% | -43.0% |
| 3Y | +117.4% | +43.2% | +74.2% | +18.4% |
| 5Y | -29.4% | +29.6% | -59.0% | -59.1% |
| All | -46.6% | +57.1% | -103.8% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling