+8.9%
MDT vs PRU
+20.5%
-11.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -3.7% | 0.0% | -3.6% | -3.7% |
| 30D | +8.6% | +7.9% | +0.6% | +5.7% |
| 3M | +12.2% | +0.9% | +11.3% | +11.3% |
| 6M | +33.7% | +22.4% | +11.4% | +26.7% |
| YTD | +7.8% | +12.7% | -4.9% | +4.0% |
| 1Y | +8.9% | +19.6% | -10.7% | +3.8% |
| All | +8.9% | +20.5% | -11.6% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling