+1,846.5%
MRVL vs COHR
+4,321.6%
-2,475.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.2% | -0.1% | +2.4% |
| 7D | +5.6% | +8.3% | -2.7% | +2.2% |
| 30D | +8.8% | -14.1% | +22.9% | +15.0% |
| 3M | -15.9% | -16.0% | +0.1% | -10.2% |
| 6M | +161.3% | +21.5% | +139.8% | +144.6% |
| YTD | +178.2% | +65.4% | +112.8% | +126.2% |
| 1Y | +255.3% | +195.0% | +60.3% | +128.1% |
| 3Y | +323.1% | +830.2% | -507.0% | +76.6% |
| 5Y | +293.2% | +397.1% | -103.9% | +98.8% |
| 10Y | +1,963.7% | +1,317.7% | +646.0% | +587.8% |
| All | +1,846.5% | +4,321.6% | -2,475.1% | +472.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling