+3,394.0%
MCO vs PRU
+806.6%
+2,587.4%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -1.8% |
| 7D | -4.2% | +1.9% | -6.0% | -4.8% |
| 30D | +2.2% | +2.7% | -0.5% | +1.1% |
| 3M | +10.1% | +19.5% | -9.3% | +2.6% |
| 6M | +5.3% | +26.6% | -21.4% | -4.3% |
| YTD | -2.7% | +12.3% | -15.1% | -7.4% |
| 1Y | -0.4% | +18.0% | -18.4% | -7.1% |
| 3Y | +49.0% | +47.0% | +2.0% | +26.6% |
| 5Y | +33.6% | +48.4% | -14.8% | +11.9% |
| 10Y | +395.3% | +142.4% | +252.9% | +219.1% |
| All | +3,394.0% | +806.6% | +2,587.4% | +1,197.2% |
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 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