+38.5%
MCO vs PRU
+42.7%
-4.2%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -2.5% | -2.8% | +0.3% | -1.1% |
| 30D | +9.4% | +8.5% | +0.9% | +4.8% |
| 3M | +8.3% | +1.7% | +6.5% | +7.2% |
| 6M | +15.4% | +24.8% | -9.4% | +2.6% |
| YTD | +1.5% | +13.3% | -11.8% | -5.4% |
| 1Y | +5.4% | +21.4% | -16.0% | -5.4% |
| 3Y | +53.1% | +54.8% | -1.7% | +18.1% |
| All | +38.5% | +42.7% | -4.2% | +12.6% |
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