+657.5%
COHR vs MPWR
+1,791.1%
-1,133.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.9% | -2.1% | -3.1% |
| 7D | +13.1% | +16.8% | -3.7% | +1.6% |
| 30D | -17.2% | +11.9% | -29.0% | -22.6% |
| 3M | -33.3% | +2.2% | -35.5% | -32.9% |
| 6M | -46.0% | -15.5% | -30.5% | -37.4% |
| YTD | +18.2% | +54.2% | -36.0% | -8.5% |
| 1Y | +55.9% | +51.5% | +4.4% | +22.4% |
| 3Y | +544.7% | +180.2% | +364.4% | +204.5% |
| 5Y | +234.6% | +156.8% | +77.8% | +53.0% |
| All | +657.5% | +1,791.1% | -1,133.6% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 10y: compounded portfolio wealth divided by compounded MPWR 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…
10y analysis · Full analysis span regression · 6 months rolling