-46.6%
COIN vs MRK
+133.0%
-179.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.7% |
| 7D | -5.1% | -4.3% | -0.8% | -5.3% |
| 30D | +17.6% | +8.3% | +9.3% | +18.3% |
| 3M | +9.2% | +20.0% | -10.8% | +11.3% |
| 6M | -11.8% | +25.7% | -37.4% | -9.6% |
| YTD | -22.5% | +38.7% | -61.2% | -19.7% |
| 1Y | -45.9% | +74.7% | -120.6% | -42.5% |
| 3Y | +117.4% | +45.4% | +72.0% | +126.9% |
| 5Y | -29.4% | +129.0% | -158.5% | -22.4% |
| All | -46.6% | +133.0% | -179.7% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling