+70.1%
MDT vs PRU
+99.2%
-29.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.5% |
| 7D | +1.0% | +3.6% | -2.6% | -0.3% |
| 30D | +9.2% | +8.9% | +0.3% | +5.7% |
| 3M | +14.5% | +0.2% | +14.3% | +14.4% |
| 6M | +37.3% | +23.7% | +13.6% | +26.6% |
| YTD | +9.8% | +13.7% | -3.9% | +4.0% |
| 1Y | +10.5% | +20.6% | -10.1% | +2.3% |
| 3Y | +57.4% | +56.3% | +1.1% | +29.0% |
| 5Y | +1.2% | +42.3% | -41.2% | -15.6% |
| All | +70.1% | +99.2% | -29.1% | +9.6% |
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