+1,298.9%
COHR vs MDT
+39.8%
+1,259.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.5% |
| 7D | +8.3% | -3.4% | +11.7% | +10.1% |
| 30D | -14.1% | +0.2% | -14.4% | -14.7% |
| 3M | -16.0% | +14.3% | -30.3% | -23.7% |
| 6M | +21.5% | +4.0% | +17.5% | +15.8% |
| YTD | +65.4% | -3.7% | +69.1% | +65.2% |
| 1Y | +195.0% | -0.4% | +195.4% | +186.4% |
| 3Y | +830.2% | +23.3% | +806.8% | +665.6% |
| 5Y | +397.1% | -18.9% | +416.0% | +432.9% |
| All | +1,298.9% | +39.8% | +1,259.0% | +1,022.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling