+956.9%
MCHP vs PRU
+806.6%
+150.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.8% |
| 7D | +1.7% | +1.9% | -0.2% | +1.0% |
| 30D | -4.1% | +2.7% | -6.8% | -5.1% |
| 3M | -22.5% | +19.5% | -42.0% | -27.8% |
| 6M | +7.3% | +26.6% | -19.4% | -2.2% |
| YTD | +18.4% | +12.3% | +6.0% | +12.5% |
| 1Y | +18.1% | +18.0% | +0.1% | +10.2% |
| 3Y | -2.8% | +47.0% | -49.8% | -15.1% |
| 5Y | +5.5% | +48.4% | -42.9% | -8.0% |
| 10Y | +185.8% | +142.4% | +43.4% | +106.2% |
| All | +956.9% | +806.6% | +150.3% | +199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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