+7.1%
MDLZ vs PRU
+50.4%
-43.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.4% |
| 7D | +6.9% | +4.8% | +2.1% | +6.3% |
| 30D | +12.1% | +7.9% | +4.2% | +11.2% |
| 3M | +7.7% | +3.1% | +4.6% | +7.2% |
| 6M | +10.8% | +25.2% | -14.4% | +8.4% |
| YTD | +27.4% | +12.7% | +14.6% | +25.6% |
| 1Y | +23.5% | +23.5% | 0.0% | +20.7% |
| All | +7.1% | +50.4% | -43.3% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling