+387.4%
COHR vs MLM
+40.7%
+346.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.8% |
| 7D | +13.0% | -2.7% | +15.7% | +15.2% |
| 30D | -6.7% | -8.3% | +1.7% | -1.1% |
| 3M | -14.7% | -12.0% | -2.8% | -8.6% |
| 6M | +20.3% | -17.6% | +37.9% | +35.1% |
| YTD | +64.4% | -18.9% | +83.3% | +85.1% |
| 1Y | +205.9% | -17.6% | +223.5% | +238.4% |
| 3Y | +814.1% | +16.8% | +797.3% | +663.7% |
| 5Y | +387.4% | +41.0% | +346.3% | +246.6% |
| All | +387.4% | +40.7% | +346.6% | +246.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling