+1,298.9%
COHR vs MTUM
+357.8%
+941.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +2.2% |
| 7D | +8.3% | +0.7% | +7.6% | +7.4% |
| 30D | -14.1% | -2.4% | -11.7% | -9.8% |
| 3M | -16.0% | -3.6% | -12.4% | -6.5% |
| 6M | +21.5% | +23.7% | -2.2% | -3.6% |
| YTD | +65.4% | +22.9% | +42.5% | +34.5% |
| 1Y | +195.0% | +21.8% | +173.3% | +146.7% |
| 3Y | +830.2% | +114.4% | +715.7% | +307.7% |
| 5Y | +397.1% | +79.6% | +317.5% | +175.0% |
| All | +1,298.9% | +357.8% | +941.0% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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