+40.6%
MDT vs PRU
+135.5%
-95.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -0.3% | -1.9% | +1.6% | +0.4% |
| 30D | +2.8% | -2.6% | +5.4% | +3.7% |
| 3M | +13.1% | +14.7% | -1.6% | +7.4% |
| 6M | +2.3% | +25.7% | -23.3% | -6.3% |
| YTD | -2.7% | +8.3% | -11.0% | -6.0% |
| 1Y | +0.9% | +17.3% | -16.5% | -5.7% |
| 3Y | +26.8% | +43.2% | -16.3% | +7.5% |
| 5Y | -19.5% | +43.5% | -63.0% | -33.1% |
| 10Y | +40.6% | +134.6% | -94.0% | -12.8% |
| All | +40.6% | +135.5% | -95.0% | -12.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling