+116.7%
COIN vs MPC
+171.8%
-55.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -0.1% | +3.2% | -3.4% | -1.3% |
| 30D | +17.5% | +25.0% | -7.5% | +7.9% |
| 3M | +12.4% | +55.2% | -42.8% | -6.0% |
| 6M | -12.5% | +86.4% | -98.9% | -33.8% |
| YTD | -22.7% | +148.5% | -171.2% | -49.0% |
| 1Y | -45.2% | +121.7% | -166.9% | -62.0% |
| All | +116.7% | +171.8% | -55.0% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling