+493.8%
COHR vs MP
+459.3%
+34.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.5% | +5.6% | +6.7% |
| 7D | +11.0% | +3.0% | +7.9% | +10.1% |
| 30D | -20.4% | +8.3% | -28.7% | -22.4% |
| 3M | -24.9% | -3.8% | -21.1% | -24.1% |
| 6M | +28.1% | -4.9% | +33.0% | +29.4% |
| YTD | +63.6% | +9.6% | +54.0% | +59.1% |
| 1Y | +205.9% | -11.7% | +217.7% | +204.2% |
| 3Y | +809.3% | +158.5% | +650.8% | +512.1% |
| 5Y | +397.1% | +68.9% | +328.2% | +263.1% |
| All | +493.8% | +459.3% | +34.5% | +251.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling