+41.3%
MDT vs PRU
+139.1%
-97.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.1% |
| 7D | +0.4% | +1.9% | -1.5% | -0.4% |
| 30D | +6.0% | -0.4% | +6.4% | +6.1% |
| 3M | +15.5% | +16.4% | -0.9% | +9.1% |
| 6M | +3.4% | +26.0% | -22.6% | -5.4% |
| YTD | -2.2% | +9.9% | -12.1% | -6.1% |
| 1Y | +2.6% | +18.8% | -16.2% | -4.5% |
| 3Y | +27.5% | +45.4% | -17.8% | +7.5% |
| 5Y | -20.1% | +45.6% | -65.6% | -34.0% |
| All | +41.3% | +139.1% | -97.8% | -12.9% |
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