+195.0%
COHR vs MLM
-17.1%
+212.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.8% |
| 7D | +8.3% | -0.9% | +9.3% | +8.6% |
| 30D | -14.1% | -6.1% | -8.0% | -12.7% |
| 3M | -16.0% | -9.7% | -6.3% | -14.5% |
| 6M | +21.5% | -14.4% | +35.9% | +27.6% |
| YTD | +65.4% | -17.7% | +83.2% | +76.9% |
| 1Y | +195.0% | -18.7% | +213.8% | +210.8% |
| All | +195.0% | -17.1% | +212.1% | +210.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling