-45.5%
COIN vs MPC
+754.0%
-799.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.3% | -5.4% | -3.9% |
| 7D | +1.2% | +3.9% | -2.7% | -0.2% |
| 30D | +16.5% | +33.8% | -17.3% | +3.9% |
| 3M | +10.4% | +49.9% | -39.5% | -6.3% |
| 6M | -9.3% | +80.9% | -90.2% | -29.8% |
| YTD | -20.9% | +147.4% | -168.3% | -46.3% |
| 1Y | -40.8% | +123.2% | -164.0% | -58.2% |
| 3Y | +118.0% | +171.7% | -53.7% | +38.0% |
| 5Y | -30.7% | +678.6% | -709.3% | -68.7% |
| All | -45.5% | +754.0% | -799.5% | -76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling