+1,298.9%
COHR vs MCD
+180.5%
+1,118.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.2% |
| 7D | +8.3% | -1.2% | +9.6% | +8.7% |
| 30D | -14.1% | -7.8% | -6.4% | -12.2% |
| 3M | -16.0% | -10.7% | -5.3% | -13.8% |
| 6M | +21.5% | -21.3% | +42.7% | +30.0% |
| YTD | +65.4% | -15.8% | +81.2% | +72.2% |
| 1Y | +195.0% | -16.0% | +211.0% | +205.3% |
| 3Y | +830.2% | -3.0% | +833.1% | +771.7% |
| 5Y | +397.1% | +18.6% | +378.5% | +316.9% |
| All | +1,298.9% | +180.5% | +1,118.3% | +762.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 MCD 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