+377.2%
COHR vs MP
+51.9%
+325.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.5% | +2.1% | -1.8% |
| 7D | +10.9% | -4.6% | +15.5% | +12.4% |
| 30D | -10.8% | -7.1% | -3.7% | -9.0% |
| 3M | -17.4% | -4.0% | -13.4% | -16.4% |
| 6M | +12.5% | -16.7% | +29.1% | +17.7% |
| YTD | +58.8% | +1.6% | +57.3% | +57.3% |
| 1Y | +183.3% | -17.8% | +201.1% | +186.6% |
| 3Y | +783.0% | +139.6% | +643.5% | +470.9% |
| 5Y | +377.2% | +50.5% | +326.8% | +248.6% |
| All | +377.2% | +51.9% | +325.3% | +248.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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