+113.7%
COIN vs MDB
-2.1%
+115.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -2.8% |
| 7D | -10.6% | -2.8% | -7.8% | -9.8% |
| 30D | +16.0% | -14.9% | +30.8% | +21.4% |
| 3M | +11.9% | +7.3% | +4.5% | +8.1% |
| 6M | -12.3% | +38.2% | -50.5% | -23.4% |
| YTD | -23.8% | -10.9% | -12.9% | -24.3% |
| 1Y | -45.4% | +11.6% | -57.0% | -49.9% |
| All | +113.7% | -2.1% | +115.8% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling