-46.6%
COIN vs MDY
+48.1%
-94.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | 0.0% |
| 7D | -5.1% | -1.9% | -3.2% | -1.1% |
| 30D | +17.6% | -4.6% | +22.2% | +30.4% |
| 3M | +9.2% | -1.2% | +10.5% | +12.1% |
| 6M | -11.8% | +9.2% | -21.0% | -27.5% |
| YTD | -22.5% | +13.1% | -35.6% | -40.3% |
| 1Y | -45.9% | +13.0% | -58.9% | -57.8% |
| 3Y | +117.4% | +49.2% | +68.2% | -0.2% |
| 5Y | -29.4% | +47.2% | -76.7% | -61.9% |
| All | -46.6% | +48.1% | -94.7% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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