+285.6%
MRVL vs COHR
+391.3%
-105.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.2% | -0.1% | +1.6% |
| 7D | +5.6% | +8.3% | -2.7% | +0.6% |
| 30D | +8.8% | -14.1% | +22.9% | +17.8% |
| 3M | -15.9% | -16.0% | +0.1% | -8.7% |
| 6M | +161.3% | +21.5% | +139.8% | +131.7% |
| YTD | +178.2% | +65.4% | +112.8% | +97.3% |
| 1Y | +255.3% | +195.0% | +60.3% | +71.6% |
| 3Y | +323.1% | +830.2% | -507.0% | -6.4% |
| All | +285.6% | +391.3% | -105.8% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COHR.
Daily Out/Under-Performance
Portfolio return minus COHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COHR 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 5y: compounded portfolio wealth divided by compounded COHR 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…
5y analysis · Full analysis span regression · 6 months rolling