+117.4%
COIN vs MMM
+100.2%
+17.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.0% |
| 7D | -5.1% | -2.1% | -3.0% | -3.9% |
| 30D | +17.6% | -9.8% | +27.4% | +24.6% |
| 3M | +9.2% | +4.9% | +4.3% | +6.1% |
| 6M | -11.8% | +7.3% | -19.1% | -15.8% |
| YTD | -22.5% | +4.5% | -27.0% | -25.4% |
| 1Y | -45.9% | +5.4% | -51.3% | -48.3% |
| 3Y | +117.4% | +98.6% | +18.8% | +46.6% |
| All | +117.4% | +100.2% | +17.2% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 3y: compounded portfolio wealth divided by compounded MMM 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…
3y analysis · Full analysis span regression · 6 months rolling