+1,245.2%
MU vs COHR
+391.3%
+853.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.2% | -4.4% | -2.2% |
| 7D | -4.1% | +8.3% | -12.4% | -7.9% |
| 30D | +7.0% | -14.1% | +21.2% | +13.9% |
| 3M | -2.1% | -16.0% | +14.0% | +4.7% |
| 6M | +133.1% | +21.5% | +111.6% | +108.0% |
| YTD | +241.9% | +65.4% | +176.5% | +160.8% |
| 1Y | +548.8% | +195.0% | +353.7% | +279.5% |
| 3Y | +1,308.2% | +830.2% | +478.0% | +376.7% |
| All | +1,245.2% | +391.3% | +853.8% | +513.8% |
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