-39.8%
COIN vs UMAC
+164.0%
-203.8%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.1% | -1.1% | -3.6% |
| 7D | +3.4% | -0.9% | +4.3% | +3.6% |
| 30D | +23.2% | -7.7% | +30.8% | +22.9% |
| 3M | +12.5% | -26.4% | +38.9% | +15.1% |
| 6M | -11.6% | +61.9% | -73.5% | -30.2% |
| YTD | -18.4% | +86.5% | -104.9% | -39.7% |
| 1Y | -39.8% | +156.3% | -196.1% | -55.2% |
| All | -39.8% | +164.0% | -203.8% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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