+393.6%
COHR vs MDB
-25.4%
+419.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.1% | +7.3% | +5.0% |
| 7D | +8.3% | -1.8% | +10.1% | +8.6% |
| 30D | -14.1% | -17.3% | +3.1% | -10.7% |
| 3M | -16.0% | +2.2% | -18.2% | -18.4% |
| 6M | +21.5% | +33.9% | -12.4% | +6.7% |
| YTD | +65.4% | -13.7% | +79.1% | +62.5% |
| 1Y | +195.0% | +9.1% | +185.9% | +168.3% |
| 3Y | +830.2% | -8.1% | +838.3% | +713.9% |
| All | +393.6% | -25.4% | +419.0% | +289.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 5y: compounded portfolio wealth divided by compounded MDB 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…
5y analysis · Full analysis span regression · 6 months rolling