+432.9%
MDLZ vs PRU
+806.6%
-373.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.7% | +1.9% | -3.6% | -2.1% |
| 30D | -2.1% | +2.7% | -4.8% | -2.6% |
| 3M | +1.3% | +19.5% | -18.1% | -2.0% |
| 6M | +6.2% | +26.6% | -20.4% | +1.5% |
| YTD | +15.8% | +12.3% | +3.4% | +12.9% |
| 1Y | +4.1% | +18.0% | -13.9% | +0.5% |
| 3Y | -4.1% | +47.0% | -51.1% | -12.2% |
| 5Y | +13.4% | +48.4% | -35.1% | +2.6% |
| 10Y | +75.7% | +142.4% | -66.7% | +38.7% |
| All | +432.9% | +806.6% | -373.6% | +195.8% |
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