-30.6%
COIN vs MNST
+78.6%
-109.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.7% |
| 7D | -10.6% | -2.2% | -8.4% | -9.5% |
| 30D | +16.0% | -5.4% | +21.3% | +18.8% |
| 3M | +11.9% | -5.5% | +17.4% | +14.4% |
| 6M | -12.3% | +12.4% | -24.7% | -19.5% |
| YTD | -23.8% | +12.4% | -36.2% | -30.8% |
| 1Y | -45.4% | +37.2% | -82.5% | -56.7% |
| 3Y | +109.9% | +52.9% | +57.0% | +47.1% |
| 5Y | -30.6% | +79.7% | -110.3% | -60.7% |
| All | -30.6% | +78.6% | -109.3% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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