-27.8%
COIN vs MKTX
-60.5%
+32.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -5.1% | -0.2% | -4.8% | -5.0% |
| 30D | +17.6% | +0.7% | +16.9% | +17.2% |
| 3M | +9.2% | +40.8% | -31.6% | -10.8% |
| 6M | -11.8% | -8.0% | -3.8% | -8.7% |
| YTD | -22.5% | -8.7% | -13.8% | -20.1% |
| 1Y | -45.9% | -11.8% | -34.1% | -43.6% |
| 3Y | +117.4% | -24.0% | +141.4% | +117.1% |
| All | -27.8% | -60.5% | +32.6% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 5y: compounded portfolio wealth divided by compounded MKTX 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…
5y analysis · Full analysis span regression · 6 months rolling