-46.8%
COIN vs MDB
+12.7%
-59.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.0% | -2.7% |
| 7D | -0.1% | -4.5% | +4.4% | +2.3% |
| 30D | +17.5% | -14.0% | +31.5% | +25.2% |
| 3M | +12.4% | +5.3% | +7.0% | +7.1% |
| 6M | -12.5% | +31.9% | -44.4% | -27.9% |
| YTD | -22.7% | -14.6% | -8.1% | -22.9% |
| 1Y | -45.2% | +8.2% | -53.4% | -52.4% |
| 3Y | +112.8% | -5.0% | +117.9% | +66.0% |
| 5Y | -31.9% | -24.5% | -7.3% | -48.6% |
| All | -46.8% | +12.7% | -59.5% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling