+1,298.9%
COHR vs MXL
+313.4%
+985.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.5% | -3.4% | +1.2% |
| 7D | +8.3% | +18.9% | -10.5% | +1.2% |
| 30D | -14.1% | +0.3% | -14.5% | -14.6% |
| 3M | -16.0% | -8.0% | -8.0% | -15.0% |
| 6M | +21.5% | +341.2% | -319.8% | -46.1% |
| YTD | +65.4% | +327.8% | -262.4% | -25.7% |
| 1Y | +195.0% | +364.9% | -169.9% | +26.1% |
| 3Y | +830.2% | +229.2% | +600.9% | +293.2% |
| 5Y | +397.1% | +42.8% | +354.3% | +178.7% |
| All | +1,298.9% | +313.4% | +985.5% | +338.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling