+793.0%
COHR vs MPC
+167.0%
+626.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.9% |
| 7D | +10.9% | +1.2% | +9.7% | +10.6% |
| 30D | -10.8% | +17.0% | -27.7% | -14.9% |
| 3M | -17.4% | +49.5% | -66.8% | -27.8% |
| 6M | +12.5% | +83.5% | -71.0% | -9.8% |
| YTD | +58.8% | +144.1% | -85.3% | +11.4% |
| 1Y | +183.3% | +119.6% | +63.7% | +109.1% |
| All | +793.0% | +167.0% | +626.0% | +470.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling