+45.1%
MCO vs PRU
+46.6%
-1.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.4% |
| 7D | -2.7% | +1.9% | -4.6% | -3.6% |
| 30D | +0.9% | -0.4% | +1.4% | +1.1% |
| 3M | +8.7% | +16.4% | -7.7% | +0.5% |
| 6M | +2.4% | +26.0% | -23.6% | -9.4% |
| YTD | -5.2% | +9.9% | -15.1% | -9.9% |
| 1Y | -4.4% | +18.8% | -23.1% | -13.0% |
| 3Y | +45.1% | +45.3% | -0.2% | +15.4% |
| All | +45.1% | +46.6% | -1.5% | +15.4% |
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