-11.8%
COIN vs MTZ
-19.3%
+7.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +0.6% |
| 7D | -5.1% | +1.4% | -6.4% | -5.6% |
| 30D | +17.6% | -14.5% | +32.1% | +23.3% |
| 3M | +9.2% | -32.9% | +42.2% | +19.0% |
| 6M | -11.8% | -20.8% | +9.1% | -6.4% |
| All | -11.8% | -19.3% | +7.6% | -6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling