+799.5%
COHR vs MGY
+210.4%
+589.1%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +8.3% | +3.5% | +4.8% | +7.3% |
| 30D | -14.1% | +5.3% | -19.4% | -15.5% |
| 3M | -16.0% | +2.6% | -18.7% | -17.4% |
| 6M | +21.5% | -3.3% | +24.7% | +20.7% |
| YTD | +65.4% | +29.2% | +36.2% | +49.5% |
| 1Y | +195.0% | +18.0% | +177.0% | +173.5% |
| 3Y | +830.2% | +30.0% | +800.1% | +736.6% |
| 5Y | +397.1% | +92.7% | +304.4% | +287.4% |
| All | +799.5% | +210.4% | +589.1% | +531.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling