+1,298.9%
COHR vs MTCH
+208.0%
+1,090.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.7% |
| 7D | +8.3% | +1.3% | +7.1% | +7.9% |
| 30D | -14.1% | +15.9% | -30.0% | -18.5% |
| 3M | -16.0% | +23.3% | -39.3% | -22.4% |
| 6M | +21.5% | +40.1% | -18.7% | +7.1% |
| YTD | +65.4% | +33.6% | +31.9% | +47.3% |
| 1Y | +195.0% | +14.1% | +180.9% | +176.0% |
| 3Y | +830.2% | +1.4% | +828.7% | +771.2% |
| 5Y | +397.1% | -73.1% | +470.2% | +560.0% |
| All | +1,298.9% | +208.0% | +1,090.8% | +792.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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