+1,786.3%
MCD vs PRU
+806.6%
+979.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.6% | -1.3% |
| 7D | -2.8% | +1.9% | -4.7% | -3.2% |
| 30D | -6.0% | +2.7% | -8.7% | -6.5% |
| 3M | -5.6% | +19.5% | -25.0% | -8.8% |
| 6M | -21.9% | +26.6% | -48.5% | -25.4% |
| YTD | -14.7% | +12.3% | -27.0% | -16.9% |
| 1Y | -17.3% | +18.0% | -35.3% | -20.2% |
| 3Y | -2.2% | +47.0% | -49.2% | -10.5% |
| 5Y | +20.3% | +48.4% | -28.1% | +8.7% |
| 10Y | +180.7% | +142.4% | +38.3% | +121.7% |
| All | +1,786.3% | +806.6% | +979.8% | +751.3% |
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 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