-45.5%
COIN vs MMM
+23.9%
-69.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.6% |
| 7D | +1.2% | -1.6% | +2.8% | +2.4% |
| 30D | +16.5% | -8.0% | +24.5% | +24.0% |
| 3M | +10.4% | +9.4% | +1.0% | +2.6% |
| 6M | -9.3% | +10.2% | -19.5% | -17.0% |
| YTD | -20.9% | +6.1% | -27.0% | -26.1% |
| 1Y | -40.8% | +10.8% | -51.6% | -46.9% |
| 3Y | +118.0% | +104.8% | +13.2% | +9.9% |
| 5Y | -30.7% | +27.0% | -57.7% | -48.5% |
| All | -45.5% | +23.9% | -69.4% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling