-46.6%
COIN vs MXL
+107.8%
-154.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.8% | -0.7% |
| 7D | -5.1% | +18.9% | -23.9% | -10.5% |
| 30D | +17.6% | +0.3% | +17.3% | +15.6% |
| 3M | +9.2% | -8.0% | +17.3% | +2.2% |
| 6M | -11.8% | +341.2% | -353.0% | -65.4% |
| YTD | -22.5% | +327.8% | -350.3% | -69.4% |
| 1Y | -45.9% | +364.9% | -410.8% | -80.0% |
| 3Y | +117.4% | +229.2% | -111.8% | -23.3% |
| 5Y | -29.4% | +42.8% | -72.2% | -57.4% |
| All | -46.6% | +107.8% | -154.4% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling