+150.6%
COHR vs MTZ
+19.6%
+131.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.3% | -7.4% | -7.6% |
| 7D | -5.4% | -4.0% | -1.4% | -1.1% |
| 30D | -18.2% | -23.5% | +5.3% | +6.5% |
| 3M | -30.8% | -37.3% | +6.5% | +7.0% |
| 6M | +9.8% | -21.5% | +31.3% | +30.8% |
| YTD | +44.4% | +4.8% | +39.6% | +27.9% |
| All | +150.6% | +19.6% | +131.1% | +99.4% |
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