+657.5%
COHR vs MLM
+138.2%
+519.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.7% | -5.3% | -5.6% |
| 7D | +13.1% | -0.9% | +14.0% | +13.9% |
| 30D | -17.2% | +9.0% | -26.2% | -21.3% |
| 3M | -33.3% | -5.6% | -27.8% | -31.7% |
| 6M | -46.0% | -10.7% | -35.3% | -43.9% |
| YTD | +18.2% | -17.2% | +35.4% | +27.6% |
| 1Y | +55.9% | -14.2% | +70.1% | +65.1% |
| 3Y | +544.7% | +15.6% | +529.0% | +484.2% |
| 5Y | +234.6% | +26.2% | +208.4% | +187.5% |
| All | +657.5% | +138.2% | +519.2% | +363.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling