+2,847.6%
MCK vs PRU
+786.9%
+2,060.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.5% |
| 7D | -1.9% | +1.9% | -3.9% | -2.4% |
| 30D | +2.4% | -0.4% | +2.8% | +2.4% |
| 3M | +16.1% | +16.4% | -0.3% | +11.6% |
| 6M | -3.1% | +26.0% | -29.1% | -8.8% |
| YTD | +8.7% | +9.9% | -1.2% | +5.6% |
| 1Y | +28.1% | +18.8% | +9.3% | +21.9% |
| 3Y | +114.1% | +45.4% | +68.8% | +90.0% |
| 5Y | +342.5% | +45.6% | +297.0% | +287.0% |
| 10Y | +424.1% | +139.6% | +284.5% | +287.3% |
| All | +2,847.6% | +786.9% | +2,060.6% | +1,064.1% |
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