-52.6%
COIN vs MXL
+293.4%
-346.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -11.1% | +15.3% | +5.1% |
| 7D | -6.7% | -24.3% | +17.7% | -4.5% |
| 30D | -19.5% | -46.1% | +26.6% | -15.6% |
| 3M | +0.5% | -21.8% | +22.3% | +1.7% |
| 6M | -25.4% | -27.2% | +1.9% | -26.2% |
| YTD | -33.0% | +226.2% | -259.2% | -59.5% |
| All | -52.6% | +293.4% | -346.0% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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