-43.8%
COIN vs MLM
+55.7%
-99.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.1% | -5.3% | -5.3% |
| 7D | +3.4% | -2.9% | +6.3% | +6.1% |
| 30D | +23.2% | -6.8% | +30.0% | +31.8% |
| 3M | +12.5% | -11.2% | +23.7% | +23.7% |
| 6M | -11.6% | -21.8% | +10.2% | +10.3% |
| YTD | -18.4% | -17.0% | -1.4% | -6.2% |
| 1Y | -39.8% | -16.4% | -23.5% | -32.0% |
| 3Y | +136.7% | +14.5% | +122.3% | +81.2% |
| 5Y | -33.7% | +41.7% | -75.4% | -59.5% |
| All | -43.8% | +55.7% | -99.5% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling