+51.6%
COHR vs MPC
+122.9%
-71.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -8.1% | +2.1% | -5.9% |
| 7D | -18.6% | -10.9% | -7.7% | -18.5% |
| 30D | -41.5% | -9.4% | -32.1% | -41.5% |
| 3M | -39.7% | +26.0% | -65.7% | -38.7% |
| 6M | -40.9% | +56.5% | -97.4% | -40.3% |
| YTD | +5.7% | +144.3% | -138.6% | -3.5% |
| 1Y | +51.6% | +117.2% | -65.7% | +57.3% |
| All | +51.6% | +122.9% | -71.3% | +57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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