+830.2%
COHR vs MUB
+7.9%
+822.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.7% | +3.4% |
| 7D | +8.3% | -0.8% | +9.2% | +10.0% |
| 30D | -14.1% | -2.4% | -11.8% | -10.4% |
| 3M | -16.0% | -2.8% | -13.2% | -11.4% |
| 6M | +21.5% | -2.2% | +23.7% | +27.1% |
| YTD | +65.4% | -1.6% | +67.0% | +71.4% |
| 1Y | +195.0% | 0.0% | +195.0% | +199.4% |
| 3Y | +830.2% | +7.9% | +822.3% | +623.0% |
| All | +830.2% | +7.9% | +822.3% | +623.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 3y: compounded portfolio wealth divided by compounded MUB 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…
3y analysis · Full analysis span regression · 6 months rolling