+830.2%
COHR vs MGY
+25.2%
+805.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +8.3% | +3.5% | +4.8% | +6.9% |
| 30D | -14.1% | +5.3% | -19.4% | -16.0% |
| 3M | -16.0% | +2.6% | -18.7% | -17.6% |
| 6M | +21.5% | -3.3% | +24.7% | +20.3% |
| YTD | +65.4% | +29.2% | +36.2% | +38.3% |
| 1Y | +195.0% | +18.0% | +177.0% | +158.3% |
| 3Y | +830.2% | +30.0% | +800.1% | +665.9% |
| All | +830.2% | +25.2% | +805.0% | +665.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 3y: compounded portfolio wealth divided by compounded MGY 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…
3y analysis · Full analysis span regression · 6 months rolling