+1,003.0%
MU vs COIN
-54.0%
+1,057.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.6% |
| 7D | -4.1% | -5.1% | +1.0% | -3.0% |
| 30D | +7.0% | +17.6% | -10.6% | +2.6% |
| 3M | -2.1% | +9.2% | -11.3% | -4.9% |
| 6M | +133.1% | -11.8% | +144.8% | +136.3% |
| YTD | +241.9% | -22.5% | +264.4% | +251.5% |
| 1Y | +548.8% | -45.9% | +594.7% | +619.8% |
| 3Y | +1,308.2% | +117.4% | +1,190.8% | +1,006.3% |
| 5Y | +1,260.7% | -29.4% | +1,290.1% | +1,084.4% |
| All | +1,003.0% | -54.0% | +1,057.0% | +858.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COIN.
Daily Out/Under-Performance
Portfolio return minus COIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COIN 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 10y: compounded portfolio wealth divided by compounded COIN 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…
10y analysis · Full analysis span regression · 6 months rolling