+51.6%
COHR vs MDT
+20.2%
+31.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.1% | -12.1% | -1.1% |
| 7D | -18.6% | +10.7% | -29.3% | -11.5% |
| 30D | -41.5% | +19.3% | -60.8% | -32.2% |
| 3M | -39.7% | +22.8% | -62.5% | -29.0% |
| 6M | -40.9% | +36.4% | -77.2% | -27.9% |
| YTD | +5.7% | +12.1% | -6.4% | +41.9% |
| 1Y | +51.6% | +19.9% | +31.7% | +113.8% |
| All | +51.6% | +20.2% | +31.3% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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