-39.8%
COIN vs MTUM
+26.3%
-66.1%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.8% | -6.0% | -6.0% |
| 7D | +3.4% | +1.7% | +1.6% | +1.7% |
| 30D | +23.2% | -1.7% | +24.8% | +25.0% |
| 3M | +12.5% | -6.3% | +18.8% | +15.4% |
| 6M | -11.6% | +21.8% | -33.5% | -44.9% |
| YTD | -18.4% | +22.0% | -40.4% | -49.3% |
| 1Y | -39.8% | +25.3% | -65.2% | -62.1% |
| All | -39.8% | +26.3% | -66.1% | -62.1% |
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