-45.9%
COIN vs MTZ
+26.3%
-72.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +0.3% |
| 7D | -5.1% | +1.4% | -6.4% | -5.7% |
| 30D | +17.6% | -14.5% | +32.1% | +25.0% |
| 3M | +9.2% | -32.9% | +42.2% | +24.9% |
| 6M | -11.8% | -20.8% | +9.1% | -10.3% |
| YTD | -22.5% | +10.6% | -33.1% | -38.6% |
| 1Y | -45.9% | +27.1% | -73.0% | -61.9% |
| All | -45.9% | +26.3% | -72.2% | -61.9% |
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