+117.4%
COIN vs MKC
-31.4%
+148.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.8% |
| 7D | -5.1% | -1.5% | -3.6% | -5.3% |
| 30D | +17.6% | -3.1% | +20.7% | +17.0% |
| 3M | +9.2% | +5.2% | +4.1% | +10.0% |
| 6M | -11.8% | -12.8% | +1.1% | -13.3% |
| YTD | -22.5% | -23.3% | +0.8% | -25.0% |
| 1Y | -45.9% | -24.1% | -21.8% | -47.6% |
| 3Y | +117.4% | -32.1% | +149.5% | +119.3% |
| All | +117.4% | -31.4% | +148.8% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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