+265.1%
MU vs COHR
+54.9%
+210.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -6.0% | -1.0% | -3.9% |
| 7D | -19.1% | -18.6% | -0.5% | -10.1% |
| 30D | -25.2% | -41.5% | +16.3% | -2.2% |
| 3M | -10.9% | -39.7% | +28.8% | +9.7% |
| 6M | +38.0% | -40.9% | +78.9% | +74.0% |
| YTD | +178.8% | +5.7% | +173.1% | +158.9% |
| 1Y | +265.1% | +51.6% | +213.6% | +190.5% |
| All | +265.1% | +54.9% | +210.2% | +190.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling