+393.6%
COHR vs MKC
-33.0%
+426.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.7% | +4.2% |
| 7D | +8.3% | -1.5% | +9.8% | +8.2% |
| 30D | -14.1% | -3.1% | -11.0% | -14.4% |
| 3M | -16.0% | +5.2% | -21.2% | -15.6% |
| 6M | +21.5% | -12.8% | +34.3% | +23.0% |
| YTD | +65.4% | -23.3% | +88.7% | +68.1% |
| 1Y | +195.0% | -24.1% | +219.1% | +200.3% |
| 3Y | +830.2% | -32.1% | +862.3% | +855.2% |
| All | +393.6% | -33.0% | +426.6% | +372.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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