-17.1%
COIN vs MPC
+20.4%
-37.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.2% |
| 7D | -5.3% | +11.2% | -16.5% | -1.7% |
| 30D | -26.2% | -14.5% | -11.7% | -33.0% |
| 3M | -17.1% | +16.7% | -33.7% | +17.1% |
| All | -17.1% | +20.4% | -37.4% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 3mo: compounded portfolio wealth divided by compounded MPC 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…
3mo analysis · Full analysis span regression · Available span rolling