-39.8%
COIN vs MTZ
+30.9%
-70.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.1% | -6.3% | -5.0% |
| 7D | +3.4% | -1.6% | +4.9% | +4.0% |
| 30D | +23.2% | -11.1% | +34.3% | +28.5% |
| 3M | +12.5% | -36.7% | +49.2% | +32.1% |
| 6M | -11.6% | -21.9% | +10.3% | -8.7% |
| YTD | -18.4% | +9.1% | -27.5% | -31.7% |
| 1Y | -39.8% | +30.0% | -69.8% | -51.8% |
| All | -39.8% | +30.9% | -70.7% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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