+393.6%
COHR vs MET
+83.9%
+309.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.8% | +3.9% |
| 7D | +8.3% | -0.5% | +8.8% | +8.5% |
| 30D | -14.1% | +0.5% | -14.6% | -14.9% |
| 3M | -16.0% | +11.6% | -27.6% | -23.8% |
| 6M | +21.5% | +40.8% | -19.3% | -7.6% |
| YTD | +65.4% | +25.7% | +39.8% | +35.1% |
| 1Y | +195.0% | +24.4% | +170.7% | +140.3% |
| 3Y | +830.2% | +67.5% | +762.7% | +500.2% |
| All | +393.6% | +83.9% | +309.7% | +199.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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