+195.0%
COHR vs MCD
-15.4%
+210.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +3.9% |
| 7D | +8.3% | -1.2% | +9.6% | +6.6% |
| 30D | -14.1% | -7.8% | -6.4% | -22.1% |
| 3M | -16.0% | -10.7% | -5.3% | -24.4% |
| 6M | +21.5% | -21.3% | +42.7% | -3.3% |
| YTD | +65.4% | -15.8% | +81.2% | +45.2% |
| 1Y | +195.0% | -16.0% | +211.0% | +166.5% |
| All | +195.0% | -15.4% | +210.4% | +166.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling