+377.2%
COHR vs MPC
+653.8%
-276.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.8% |
| 7D | +10.9% | +1.2% | +9.7% | +10.5% |
| 30D | -10.8% | +17.0% | -27.7% | -15.6% |
| 3M | -17.4% | +49.5% | -66.8% | -29.2% |
| 6M | +12.5% | +83.5% | -71.0% | -11.9% |
| YTD | +58.8% | +144.1% | -85.3% | +9.2% |
| 1Y | +183.3% | +119.6% | +63.7% | +104.0% |
| 3Y | +783.0% | +168.1% | +615.0% | +459.6% |
| 5Y | +377.2% | +671.3% | -294.1% | +78.6% |
| All | +377.2% | +653.8% | -276.6% | +78.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling