+27.5%
MDT vs PRU
+46.6%
-19.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.3% |
| 7D | +0.4% | +1.9% | -1.5% | -0.2% |
| 30D | +6.0% | -0.4% | +6.4% | +6.1% |
| 3M | +15.5% | +16.4% | -0.9% | +10.8% |
| 6M | +3.4% | +26.0% | -22.6% | -3.0% |
| YTD | -2.2% | +9.9% | -12.1% | -4.9% |
| 1Y | +2.6% | +18.8% | -16.2% | -2.6% |
| 3Y | +27.5% | +45.4% | -17.8% | +14.6% |
| All | +27.5% | +46.6% | -19.1% | +14.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling