-43.8%
COIN vs MP
+60.3%
-104.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.4% | -5.6% | -4.7% |
| 7D | +3.4% | -2.9% | +6.2% | +4.4% |
| 30D | +23.2% | +13.8% | +9.4% | +16.7% |
| 3M | +12.5% | -16.7% | +29.2% | +18.9% |
| 6M | -11.6% | -11.5% | -0.1% | -11.3% |
| YTD | -18.4% | +7.9% | -26.3% | -24.8% |
| 1Y | -39.8% | -15.0% | -24.8% | -41.9% |
| 3Y | +136.7% | +153.5% | -16.8% | +7.6% |
| 5Y | -33.7% | +58.7% | -92.3% | -57.3% |
| All | -43.8% | +60.3% | -104.1% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling