+21.0%
COHR vs MCK
+28.0%
-6.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | -1.0% | +14.6% | +13.1% |
| 7D | -8.3% | +6.7% | -15.0% | -5.5% |
| 30D | -42.4% | +16.5% | -58.9% | -38.4% |
| 3M | -42.3% | +21.9% | -64.2% | -37.5% |
| 6M | -44.1% | +43.0% | -87.0% | -38.4% |
| YTD | +4.5% | +29.7% | -25.2% | +23.6% |
| 1Y | +21.0% | +24.0% | -3.0% | +42.6% |
| All | +21.0% | +28.0% | -6.9% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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