+193.6%
COHR vs MULL
+2,337.2%
-2,143.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.5% |
| 7D | +8.3% | -8.4% | +16.8% | +11.1% |
| 30D | -14.1% | +9.7% | -23.8% | -17.2% |
| 3M | -16.0% | -26.8% | +10.7% | -13.9% |
| 6M | +21.5% | +220.7% | -199.2% | -30.6% |
| YTD | +65.4% | +509.0% | -443.6% | -27.9% |
| 1Y | +195.0% | +1,739.5% | -1,544.5% | -18.2% |
| All | +193.6% | +2,337.2% | -2,143.5% | -40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling