-46.6%
COIN vs MTCH
-69.8%
+23.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +0.8% |
| 7D | -5.1% | +1.3% | -6.3% | -5.9% |
| 30D | +17.6% | +15.9% | +1.7% | +5.9% |
| 3M | +9.2% | +23.3% | -14.0% | -6.3% |
| 6M | -11.8% | +40.1% | -51.9% | -30.8% |
| YTD | -22.5% | +33.6% | -56.1% | -37.3% |
| 1Y | -45.9% | +14.1% | -60.0% | -51.3% |
| 3Y | +117.4% | +1.4% | +116.0% | +98.2% |
| 5Y | -29.4% | -73.1% | +43.7% | +24.2% |
| All | -46.6% | -69.8% | +23.1% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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