+1,138.2%
COHR vs MPC
+3,047.3%
-1,909.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.3% | +4.8% | +6.3% |
| 7D | +11.0% | +3.9% | +7.1% | +9.5% |
| 30D | -20.4% | +33.8% | -54.1% | -28.8% |
| 3M | -24.9% | +49.9% | -74.7% | -35.8% |
| 6M | +28.1% | +80.9% | -52.9% | +1.2% |
| YTD | +63.6% | +147.4% | -83.9% | +14.2% |
| 1Y | +205.9% | +123.2% | +82.8% | +121.8% |
| 3Y | +809.3% | +171.7% | +637.6% | +501.3% |
| 5Y | +397.1% | +678.6% | -281.5% | +119.7% |
| 10Y | +1,238.1% | +1,134.0% | +104.1% | +361.6% |
| All | +1,138.2% | +3,047.3% | -1,909.0% | +139.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling