-46.6%
COIN vs MKTX
-67.8%
+21.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.7% |
| 6M | -11.8% | -8.0% | -3.8% | -8.9% |
| YTD | -22.5% | -8.7% | -13.8% | -20.2% |
| 1Y | -45.9% | -11.8% | -34.1% | -43.7% |
| 3Y | +117.4% | -24.0% | +141.4% | +118.2% |
| 5Y | -29.4% | -60.3% | +30.9% | +7.1% |
| All | -46.6% | -67.8% | +21.2% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling