-57.2%
COIN vs MTUM
-74.7%
+17.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -77.1% | +67.4% | +7.0% |
| 7D | -14.8% | -79.0% | +64.2% | +10.0% |
| 30D | -26.3% | -80.7% | +54.4% | +2.7% |
| 3M | -8.7% | -79.8% | +71.0% | +21.6% |
| 6M | -30.8% | -78.4% | +47.6% | -23.5% |
| YTD | -39.5% | -74.9% | +35.4% | -49.9% |
| 1Y | -57.2% | -74.8% | +17.7% | -64.9% |
| All | -57.2% | -74.7% | +17.5% | -64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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