-46.6%
COIN vs MTZ
+141.5%
-188.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | -0.4% |
| 7D | -5.1% | +1.4% | -6.4% | -6.0% |
| 30D | +17.6% | -14.5% | +32.1% | +28.0% |
| 3M | +9.2% | -32.9% | +42.2% | +33.0% |
| 6M | -11.8% | -20.8% | +9.1% | -4.9% |
| YTD | -22.5% | +10.6% | -33.1% | -33.6% |
| 1Y | -45.9% | +27.1% | -73.0% | -57.8% |
| 3Y | +117.4% | +166.1% | -48.8% | +5.2% |
| 5Y | -29.4% | +170.7% | -200.1% | -67.7% |
| All | -46.6% | +141.5% | -188.1% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling