+1,298.9%
COHR vs MTZ
+773.6%
+525.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.5% | +0.6% | +2.2% |
| 7D | +8.3% | +1.4% | +7.0% | +7.6% |
| 30D | -14.1% | -14.5% | +0.3% | -5.8% |
| 3M | -16.0% | -32.9% | +16.9% | +5.2% |
| 6M | +21.5% | -20.8% | +42.3% | +40.5% |
| YTD | +65.4% | +10.6% | +54.8% | +61.7% |
| 1Y | +195.0% | +27.1% | +167.9% | +170.6% |
| 3Y | +830.2% | +166.1% | +664.0% | +514.9% |
| 5Y | +397.1% | +170.7% | +226.4% | +213.6% |
| All | +1,298.9% | +773.6% | +525.3% | +422.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling