+393.6%
COHR vs MDT
-19.5%
+413.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.4% |
| 7D | +8.3% | -3.4% | +11.7% | +9.5% |
| 30D | -14.1% | +0.2% | -14.4% | -14.5% |
| 3M | -16.0% | +14.3% | -30.3% | -21.5% |
| 6M | +21.5% | +4.0% | +17.5% | +18.7% |
| YTD | +65.4% | -3.7% | +69.1% | +68.3% |
| 1Y | +195.0% | -0.4% | +195.4% | +193.1% |
| 3Y | +830.2% | +23.3% | +806.8% | +689.8% |
| All | +393.6% | -19.5% | +413.1% | +411.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling