-50.7%
COIN vs MRK
+87.2%
-137.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.9% | +0.2% | +3.9% |
| 7D | -6.7% | +6.7% | -13.4% | -7.3% |
| 30D | -19.5% | +7.8% | -27.3% | -20.1% |
| 3M | +0.5% | +18.2% | -17.7% | +0.6% |
| 6M | -25.4% | +34.7% | -60.0% | -24.3% |
| YTD | -33.0% | +45.8% | -78.8% | -32.5% |
| 1Y | -50.7% | +84.6% | -135.3% | -50.4% |
| All | -50.7% | +87.2% | -137.9% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 1y: compounded portfolio wealth divided by compounded MRK 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…
1y analysis · Full analysis span regression · 6 months rolling