+793.0%
COHR vs MCD
-2.7%
+795.7%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.5% |
| 7D | +10.9% | -2.5% | +13.4% | +9.4% |
| 30D | -10.8% | -7.0% | -3.7% | -13.8% |
| 3M | -17.4% | -9.8% | -7.6% | -20.2% |
| 6M | +12.5% | -21.8% | +34.2% | +4.6% |
| YTD | +58.8% | -15.6% | +74.4% | +51.0% |
| 1Y | +183.3% | -15.2% | +198.4% | +170.8% |
| All | +793.0% | -2.7% | +795.7% | +768.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling