+486.2%
MDLZ vs PRU
+809.8%
-323.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.2% |
| 7D | +6.9% | +4.8% | +2.1% | +5.9% |
| 30D | +12.1% | +7.9% | +4.2% | +10.5% |
| 3M | +7.7% | +3.1% | +4.6% | +7.0% |
| 6M | +10.8% | +25.2% | -14.4% | +6.1% |
| YTD | +27.4% | +12.7% | +14.6% | +24.1% |
| 1Y | +23.5% | +23.5% | 0.0% | +18.2% |
| 3Y | +6.2% | +50.6% | -44.4% | -3.3% |
| 5Y | +22.9% | +40.9% | -18.0% | +12.3% |
| 10Y | +99.6% | +125.5% | -25.8% | +59.4% |
| All | +486.2% | +809.8% | -323.6% | +225.0% |
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