+10.5%
MCD vs PRU
+46.4%
-35.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.1% |
| 7D | +7.1% | +2.4% | +4.7% | +6.8% |
| 30D | +19.8% | +6.1% | +13.6% | +18.8% |
| 3M | +0.8% | -0.7% | +1.5% | +0.8% |
| 6M | -1.3% | +22.1% | -23.4% | -3.9% |
| YTD | -7.8% | +9.8% | -17.5% | -9.1% |
| 1Y | -5.0% | +19.4% | -24.3% | -7.4% |
| 3Y | +10.5% | +50.4% | -39.8% | +3.3% |
| All | +10.5% | +46.4% | -35.9% | +3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling