-47.5%
COIN vs MLM
+52.0%
-99.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | -10.6% | -1.3% | -9.3% | -9.5% |
| 30D | +16.0% | -9.1% | +25.1% | +27.2% |
| 3M | +11.9% | -9.0% | +20.9% | +20.4% |
| 6M | -12.3% | -17.0% | +4.7% | +2.2% |
| YTD | -23.8% | -19.0% | -4.9% | -10.3% |
| 1Y | -45.4% | -18.1% | -27.3% | -36.9% |
| 3Y | +109.9% | +16.7% | +93.2% | +56.2% |
| 5Y | -30.6% | +40.2% | -70.9% | -56.7% |
| All | -47.5% | +52.0% | -99.5% | -67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling