-47.5%
COIN vs MDT
-12.9%
-34.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | -10.6% | -1.6% | -9.0% | -9.7% |
| 30D | +16.0% | +1.0% | +14.9% | +14.7% |
| 3M | +11.9% | +15.2% | -3.3% | +0.4% |
| 6M | -12.3% | +3.7% | -16.0% | -15.3% |
| YTD | -23.8% | -3.0% | -20.8% | -23.5% |
| 1Y | -45.4% | +2.5% | -47.8% | -47.7% |
| 3Y | +109.9% | +26.5% | +83.4% | +60.7% |
| 5Y | -30.6% | -18.3% | -12.3% | -36.7% |
| All | -47.5% | -12.9% | -34.7% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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