+79.2%
COHR vs MDLN
-7.1%
+86.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.7% | +4.2% |
| 7D | +8.3% | -11.1% | +19.4% | +7.2% |
| 30D | -14.1% | -8.4% | -5.8% | -14.8% |
| 3M | -16.0% | -12.4% | -3.6% | -17.1% |
| 6M | +21.5% | -23.3% | +44.7% | +24.8% |
| YTD | +65.4% | -22.5% | +88.0% | +68.9% |
| All | +79.2% | -7.1% | +86.2% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling