+26.1%
COHR vs MXL
+206.6%
-180.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -22.1% | +9.1% | -5.6% |
| 7D | -28.4% | -38.1% | +9.7% | -16.2% |
| 30D | -49.8% | -59.5% | +9.6% | -33.0% |
| 3M | -48.3% | -34.3% | -14.0% | -39.7% |
| 6M | -49.4% | -45.8% | -3.7% | -38.4% |
| YTD | -8.0% | +154.2% | -162.2% | -42.3% |
| 1Y | +26.1% | +192.1% | -166.0% | -27.5% |
| All | +26.1% | +206.6% | -180.5% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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