+107.6%
MDLZ vs PRU
+99.2%
+8.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.5% | +1.2% |
| 7D | +2.3% | +3.6% | -1.3% | +1.4% |
| 30D | +7.9% | +8.9% | -0.9% | +5.7% |
| 3M | +7.3% | +0.2% | +7.1% | +7.1% |
| 6M | +11.7% | +23.7% | -12.1% | +5.7% |
| YTD | +28.7% | +13.7% | +15.0% | +24.0% |
| 1Y | +22.8% | +20.6% | +2.1% | +16.4% |
| 3Y | +6.6% | +56.3% | -49.7% | -7.6% |
| 5Y | +23.2% | +42.3% | -19.2% | +8.0% |
| All | +107.6% | +99.2% | +8.3% | +52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling