+58,239.3%
COHR vs MCO
+7,404.7%
+50,834.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.5% | +3.5% |
| 7D | +8.3% | -3.8% | +12.1% | +10.0% |
| 30D | -14.1% | -0.4% | -13.7% | -14.5% |
| 3M | -16.0% | +7.7% | -23.7% | -20.0% |
| 6M | +21.5% | +7.0% | +14.5% | +14.8% |
| YTD | +65.4% | -6.4% | +71.9% | +63.7% |
| 1Y | +195.0% | -7.6% | +202.7% | +192.2% |
| 3Y | +830.2% | +43.2% | +786.9% | +675.7% |
| 5Y | +397.1% | +29.6% | +367.5% | +333.9% |
| 10Y | +1,317.7% | +389.2% | +928.5% | +674.9% |
| All | +58,239.3% | +7,404.7% | +50,834.6% | +13,900.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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