+1,298.9%
COHR vs MLM
+213.9%
+1,084.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.4% |
| 7D | +8.3% | -0.9% | +9.3% | +8.9% |
| 30D | -14.1% | -6.1% | -8.0% | -11.3% |
| 3M | -16.0% | -9.7% | -6.3% | -12.5% |
| 6M | +21.5% | -14.4% | +35.9% | +29.9% |
| YTD | +65.4% | -17.7% | +83.2% | +80.0% |
| 1Y | +195.0% | -18.7% | +213.8% | +222.4% |
| 3Y | +830.2% | +18.1% | +812.0% | +741.4% |
| 5Y | +397.1% | +42.3% | +354.8% | +310.1% |
| All | +1,298.9% | +213.9% | +1,084.9% | +762.2% |
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