+64,642.4%
COHR vs MCD
+6,015.0%
+58,627.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.7% |
| 7D | +13.0% | -2.9% | +15.8% | +13.6% |
| 30D | -6.7% | -6.7% | +0.1% | -5.5% |
| 3M | -14.7% | -9.6% | -5.2% | -13.5% |
| 6M | +20.3% | -22.3% | +42.6% | +25.6% |
| YTD | +64.4% | -15.4% | +79.9% | +68.5% |
| 1Y | +205.9% | -16.8% | +222.7% | +213.3% |
| 3Y | +814.1% | -2.4% | +816.5% | +792.5% |
| 5Y | +387.4% | +19.4% | +368.0% | +355.0% |
| 10Y | +1,308.9% | +181.3% | +1,127.6% | +1,017.1% |
| All | +64,642.4% | +6,015.0% | +58,627.4% | +49,643.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling