-39.8%
COIN vs MRK
+84.5%
-124.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.3% | -2.9% | -4.0% |
| 7D | +3.4% | +1.3% | +2.0% | +3.2% |
| 30D | +23.2% | +17.1% | +6.0% | +21.4% |
| 3M | +12.5% | +25.9% | -13.4% | +10.6% |
| 6M | -11.6% | +26.8% | -38.4% | -13.4% |
| YTD | -18.4% | +44.9% | -63.3% | -22.4% |
| 1Y | -39.8% | +84.8% | -124.7% | -46.3% |
| All | -39.8% | +84.5% | -124.3% | -46.3% |
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