+3,497.7%
MCO vs PRU
+817.9%
+2,679.7%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | 0.0% |
| 7D | +0.5% | +3.6% | -3.1% | -0.9% |
| 30D | +9.8% | +8.9% | +1.0% | +6.2% |
| 3M | +4.3% | +0.2% | +4.1% | +4.2% |
| 6M | +16.5% | +23.7% | -7.3% | +7.0% |
| YTD | +0.1% | +13.7% | -13.6% | -5.1% |
| 1Y | +4.4% | +20.6% | -16.2% | -3.3% |
| 3Y | +51.6% | +56.3% | -4.7% | +25.8% |
| 5Y | +36.7% | +42.3% | -5.7% | +16.5% |
| 10Y | +455.7% | +99.3% | +356.4% | +285.6% |
| All | +3,497.7% | +817.9% | +2,679.7% | +1,229.4% |
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 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