-46.6%
COIN vs MTB
+84.9%
-131.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | +17.6% | -4.8% | +22.4% | +21.7% |
| 3M | +9.2% | +6.0% | +3.3% | +3.3% |
| 6M | -11.8% | +19.6% | -31.4% | -24.9% |
| YTD | -22.5% | +21.5% | -44.0% | -35.0% |
| 1Y | -45.9% | +24.7% | -70.6% | -55.7% |
| 3Y | +117.4% | +108.6% | +8.8% | +26.9% |
| 5Y | -29.4% | +106.7% | -136.1% | -51.4% |
| All | -46.6% | +84.9% | -131.5% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling