+830.2%
COHR vs MMM
+100.2%
+729.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +3.4% |
| 7D | +8.3% | -2.1% | +10.5% | +9.7% |
| 30D | -14.1% | -9.8% | -4.3% | -8.9% |
| 3M | -16.0% | +4.9% | -20.9% | -18.2% |
| 6M | +21.5% | +7.3% | +14.1% | +16.6% |
| YTD | +65.4% | +4.5% | +61.0% | +59.4% |
| 1Y | +195.0% | +5.4% | +189.7% | +181.1% |
| 3Y | +830.2% | +98.6% | +731.6% | +554.1% |
| All | +830.2% | +100.2% | +729.9% | +554.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 3y: compounded portfolio wealth divided by compounded MMM 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…
3y analysis · Full analysis span regression · 6 months rolling