+107,375.7%
MU vs COHR
+66,874.9%
+40,500.8%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.2% | +2.6% |
| 7D | +7.5% | +13.0% | -5.5% | +4.3% |
| 30D | +19.4% | -6.7% | +26.0% | +20.9% |
| 3M | +9.8% | -14.7% | +24.6% | +14.2% |
| 6M | +164.1% | +20.3% | +143.9% | +152.6% |
| YTD | +260.3% | +64.4% | +195.9% | +219.2% |
| 1Y | +661.2% | +205.9% | +455.3% | +485.5% |
| 3Y | +1,380.8% | +814.1% | +566.7% | +781.1% |
| 5Y | +1,346.4% | +387.4% | +959.0% | +851.7% |
| 10Y | +6,169.9% | +1,308.9% | +4,861.0% | +3,199.2% |
| All | +107,375.7% | +66,874.9% | +40,500.8% | +42,112.1% |
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