+22.7%
MCD vs PRU
+36.1%
-13.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | 0.0% |
| 7D | +7.1% | +2.4% | +4.7% | +6.6% |
| 30D | +19.8% | +6.1% | +13.6% | +18.4% |
| 3M | +0.8% | -0.7% | +1.5% | +0.9% |
| 6M | -1.3% | +22.1% | -23.4% | -5.3% |
| YTD | -7.8% | +9.8% | -17.5% | -9.8% |
| 1Y | -5.0% | +19.4% | -24.3% | -8.7% |
| 3Y | +10.5% | +50.4% | -39.8% | -1.9% |
| All | +22.7% | +36.1% | -13.4% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling