-46.6%
COIN vs MDB
+13.9%
-60.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +3.2% |
| 7D | -5.1% | -1.8% | -3.3% | -4.4% |
| 30D | +17.6% | -17.3% | +34.9% | +27.6% |
| 3M | +9.2% | +2.2% | +7.0% | +5.5% |
| 6M | -11.8% | +33.9% | -45.6% | -27.9% |
| YTD | -22.5% | -13.7% | -8.8% | -23.2% |
| 1Y | -45.9% | +9.1% | -55.0% | -53.2% |
| 3Y | +117.4% | -8.1% | +125.5% | +73.5% |
| 5Y | -29.4% | -25.9% | -3.5% | -46.8% |
| All | -46.6% | +13.9% | -60.5% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling