-47.5%
COIN vs MP
+50.9%
-98.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.1% | +0.7% |
| 7D | -10.6% | -4.6% | -6.0% | -9.1% |
| 30D | +16.0% | -7.1% | +23.0% | +18.9% |
| 3M | +11.9% | -4.0% | +15.9% | +11.9% |
| 6M | -12.3% | -16.7% | +4.3% | -9.9% |
| YTD | -23.8% | +1.6% | -25.4% | -28.2% |
| 1Y | -45.4% | -17.8% | -27.6% | -46.7% |
| 3Y | +109.9% | +139.6% | -29.7% | -2.6% |
| 5Y | -30.6% | +50.5% | -81.1% | -54.4% |
| All | -47.5% | +50.9% | -98.4% | -65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling