-45.1%
COIN vs MULL
+2,337.2%
-2,382.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | -5.1% | -8.4% | +3.3% | -3.7% |
| 30D | +17.6% | +9.7% | +7.9% | +14.9% |
| 3M | +9.2% | -26.8% | +36.0% | +5.8% |
| 6M | -11.8% | +220.7% | -232.5% | -44.1% |
| YTD | -22.5% | +509.0% | -531.5% | -60.5% |
| 1Y | -45.9% | +1,739.5% | -1,785.4% | -80.9% |
| All | -45.1% | +2,337.2% | -2,382.2% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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