+1,408.0%
COHR vs MARA
-77.4%
+1,485.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.8% | -0.7% | +3.9% |
| 7D | +8.3% | +5.9% | +2.4% | +8.0% |
| 30D | -14.1% | +24.3% | -38.4% | -15.2% |
| 3M | -16.0% | -12.0% | -4.0% | -15.5% |
| 6M | +21.5% | +40.1% | -18.7% | +19.4% |
| YTD | +65.4% | +33.4% | +32.0% | +62.7% |
| 1Y | +195.0% | -23.7% | +218.8% | +197.1% |
| 3Y | +830.2% | +19.0% | +811.2% | +799.2% |
| 5Y | +397.1% | -66.5% | +463.6% | +381.5% |
| 10Y | +1,317.7% | -73.4% | +1,391.1% | +1,106.1% |
| All | +1,408.0% | -77.4% | +1,485.4% | +1,193.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling