-46.6%
COIN vs MTUM
+85.8%
-132.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | -0.4% |
| 7D | -5.1% | +0.7% | -5.8% | -6.3% |
| 30D | +17.6% | -2.4% | +20.0% | +22.0% |
| 3M | +9.2% | -3.6% | +12.9% | +9.3% |
| 6M | -11.8% | +23.7% | -35.4% | -46.5% |
| YTD | -22.5% | +22.9% | -45.4% | -51.8% |
| 1Y | -45.9% | +21.8% | -67.7% | -65.3% |
| 3Y | +117.4% | +114.4% | +2.9% | -49.6% |
| 5Y | -29.4% | +79.6% | -109.0% | -76.5% |
| All | -46.6% | +85.8% | -132.5% | -82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling