+195.0%
COHR vs MPC
+120.8%
+74.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +4.2% |
| 7D | +8.3% | +1.8% | +6.5% | +8.4% |
| 30D | -14.1% | +14.0% | -28.1% | -13.9% |
| 3M | -16.0% | +52.2% | -68.2% | -16.7% |
| 6M | +21.5% | +75.8% | -54.3% | +18.8% |
| YTD | +65.4% | +146.3% | -80.8% | +45.2% |
| 1Y | +195.0% | +120.8% | +74.2% | +195.9% |
| All | +195.0% | +120.8% | +74.2% | +195.9% |
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