-31.9%
COIN vs MLM
+40.7%
-72.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -0.5% |
| 7D | -0.1% | -2.7% | +2.6% | +2.6% |
| 30D | +17.5% | -8.3% | +25.8% | +28.2% |
| 3M | +12.4% | -12.0% | +24.3% | +25.7% |
| 6M | -12.5% | -17.6% | +5.1% | +3.4% |
| YTD | -22.7% | -18.9% | -3.9% | -8.7% |
| 1Y | -45.2% | -17.6% | -27.5% | -36.9% |
| 3Y | +112.8% | +16.8% | +96.1% | +52.6% |
| 5Y | -31.9% | +41.0% | -72.9% | -60.0% |
| All | -31.9% | +40.7% | -72.6% | -60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling