+29.5%
MCO vs PRU
+43.7%
-14.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.6% |
| 7D | -3.1% | -1.9% | -1.3% | -2.2% |
| 30D | -0.5% | -2.6% | +2.1% | +0.8% |
| 3M | +5.7% | +14.7% | -9.0% | -1.5% |
| 6M | +3.0% | +25.7% | -22.7% | -8.6% |
| YTD | -6.5% | +8.3% | -14.7% | -10.5% |
| 1Y | -5.8% | +17.3% | -23.1% | -13.7% |
| 3Y | +43.1% | +43.2% | -0.1% | +16.1% |
| 5Y | +29.5% | +43.5% | -14.0% | +5.2% |
| All | +29.5% | +43.7% | -14.3% | +5.2% |
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