+7,276.1%
COHR vs MDLZ
+460.3%
+6,815.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +8.3% | +1.9% | +6.4% | +7.6% |
| 30D | -14.1% | +0.4% | -14.6% | -14.6% |
| 3M | -16.0% | -0.6% | -15.4% | -17.3% |
| 6M | +21.5% | +14.7% | +6.7% | +12.4% |
| YTD | +65.4% | +18.0% | +47.5% | +50.2% |
| 1Y | +195.0% | +4.1% | +190.9% | +180.7% |
| 3Y | +830.2% | -4.6% | +834.7% | +786.8% |
| 5Y | +397.1% | +18.4% | +378.7% | +323.9% |
| 10Y | +1,317.7% | +88.0% | +1,229.7% | +862.6% |
| All | +7,276.1% | +460.3% | +6,815.8% | +2,596.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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