-45.9%
COIN vs MTB
+24.6%
-70.5%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | +17.6% | -4.8% | +22.4% | +19.7% |
| 3M | +9.2% | +6.0% | +3.3% | +5.0% |
| 6M | -11.8% | +19.6% | -31.4% | -22.4% |
| YTD | -22.5% | +21.5% | -44.0% | -33.1% |
| 1Y | -45.9% | +24.7% | -70.6% | -57.1% |
| All | -45.9% | +24.6% | -70.5% | -57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling