+51.6%
COHR vs MULL
+444.9%
-393.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -13.8% | +7.8% | -1.7% |
| 7D | -18.6% | -35.9% | +17.3% | -6.9% |
| 30D | -41.5% | -47.3% | +5.8% | -29.3% |
| 3M | -39.7% | -30.6% | -9.2% | -33.2% |
| 6M | -40.9% | +13.7% | -54.6% | -47.4% |
| YTD | +5.7% | +272.1% | -266.4% | -37.8% |
| 1Y | +51.6% | +475.1% | -423.5% | -24.3% |
| All | +51.6% | +444.9% | -393.3% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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