-27.8%
COIN vs MPC
+668.0%
-695.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | -5.1% | +1.8% | -6.9% | -5.8% |
| 30D | +17.6% | +14.0% | +3.6% | +11.4% |
| 3M | +9.2% | +52.2% | -43.0% | -8.8% |
| 6M | -11.8% | +75.8% | -87.5% | -31.9% |
| YTD | -22.5% | +146.3% | -168.8% | -48.7% |
| 1Y | -45.9% | +120.8% | -166.7% | -62.6% |
| 3Y | +117.4% | +172.6% | -55.3% | +32.5% |
| All | -27.8% | +668.0% | -695.8% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling