-50.7%
COIN vs MLM
-11.4%
-39.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.6% |
| 7D | -6.7% | +9.1% | -15.8% | -8.9% |
| 30D | -19.5% | +14.6% | -34.1% | -22.6% |
| 3M | +0.5% | +0.3% | +0.2% | +0.5% |
| 6M | -25.4% | -7.5% | -17.9% | -23.3% |
| YTD | -33.0% | -10.2% | -22.8% | -31.6% |
| 1Y | -50.7% | -10.5% | -40.2% | -49.5% |
| All | -50.7% | -11.4% | -39.3% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling