+628.4%
COHR vs MDB
+1,032.9%
-404.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.3% | -7.7% | -4.6% |
| 7D | +10.9% | -2.8% | +13.6% | +11.5% |
| 30D | -10.8% | -14.9% | +4.1% | -7.8% |
| 3M | -17.4% | +7.3% | -24.7% | -20.9% |
| 6M | +12.5% | +38.2% | -25.7% | -2.5% |
| YTD | +58.8% | -10.9% | +69.8% | +54.1% |
| 1Y | +183.3% | +11.6% | +171.6% | +155.1% |
| 3Y | +783.0% | -0.9% | +783.9% | +659.0% |
| 5Y | +377.2% | -23.5% | +400.8% | +289.1% |
| All | +628.4% | +1,032.9% | -404.6% | +131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling