+380.3%
MCO vs PRU
+140.2%
+240.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | -3.8% | -2.3% | -1.5% | -2.7% |
| 30D | -0.4% | -1.7% | +1.3% | +0.4% |
| 3M | +7.7% | +13.2% | -5.5% | +1.6% |
| 6M | +7.0% | +28.8% | -21.8% | -5.2% |
| YTD | -6.4% | +9.8% | -16.2% | -10.7% |
| 1Y | -7.6% | +17.4% | -25.0% | -14.8% |
| 3Y | +43.2% | +44.9% | -1.7% | +18.5% |
| 5Y | +29.6% | +46.6% | -17.1% | +5.2% |
| All | +380.3% | +140.2% | +240.0% | +178.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling