-47.5%
COIN vs MET
+84.4%
-131.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -2.4% |
| 7D | -10.6% | -2.5% | -8.1% | -8.6% |
| 30D | +16.0% | 0.0% | +16.0% | +15.6% |
| 3M | +11.9% | +13.1% | -1.2% | -0.5% |
| 6M | -12.3% | +39.0% | -51.3% | -35.9% |
| YTD | -23.8% | +25.2% | -49.0% | -38.6% |
| 1Y | -45.4% | +25.6% | -71.0% | -56.2% |
| 3Y | +109.9% | +67.1% | +42.8% | +34.7% |
| 5Y | -30.6% | +85.1% | -115.7% | -55.7% |
| All | -47.5% | +84.4% | -131.9% | -67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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