+393.6%
COHR vs MARA
-65.8%
+459.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.8% | -0.7% | +3.2% |
| 7D | +8.3% | +5.9% | +2.4% | +7.2% |
| 30D | -14.1% | +24.3% | -38.4% | -18.1% |
| 3M | -16.0% | -12.0% | -4.0% | -14.2% |
| 6M | +21.5% | +40.1% | -18.7% | +13.6% |
| YTD | +65.4% | +33.4% | +32.0% | +54.6% |
| 1Y | +195.0% | -23.7% | +218.8% | +199.5% |
| 3Y | +830.2% | +19.0% | +811.2% | +693.0% |
| All | +393.6% | -65.8% | +459.4% | +321.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 5y: compounded portfolio wealth divided by compounded MARA 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…
5y analysis · Full analysis span regression · 6 months rolling