+26.1%
COHR vs MTZ
-19.7%
+45.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -5.2% | -7.8% | -8.3% |
| 7D | -28.4% | -10.6% | -17.8% | -22.8% |
| 30D | -49.8% | -30.4% | -19.4% | -30.7% |
| 3M | -48.3% | -40.4% | -7.9% | -16.4% |
| 6M | -49.4% | -63.7% | +14.2% | +34.9% |
| YTD | -8.0% | -26.9% | +18.9% | +3.3% |
| 1Y | +26.1% | -20.2% | +46.3% | +28.4% |
| All | +26.1% | -19.7% | +45.8% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling