-0.4%
COHR vs MDLN
+13.6%
-14.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -1.5% | -11.5% | -13.2% |
| 7D | -28.4% | +24.2% | -52.7% | -26.0% |
| 30D | -49.8% | +11.8% | -61.7% | -48.6% |
| 3M | -48.3% | +8.4% | -56.7% | -47.2% |
| 6M | -49.4% | -12.3% | -37.2% | -45.6% |
| YTD | -8.0% | -5.3% | -2.7% | -2.8% |
| All | -0.4% | +13.6% | -14.0% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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