+53.0%
MDT vs PRU
+46.4%
+6.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -2.0% |
| 7D | +5.4% | +2.4% | +3.1% | +4.7% |
| 30D | +19.1% | +6.1% | +12.9% | +17.0% |
| 3M | +19.5% | -0.7% | +20.2% | +19.6% |
| 6M | +33.5% | +22.1% | +11.4% | +26.2% |
| YTD | +8.7% | +9.8% | -1.1% | +5.6% |
| 1Y | +16.8% | +19.4% | -2.6% | +10.7% |
| 3Y | +53.0% | +50.4% | +2.6% | +37.9% |
| All | +53.0% | +46.4% | +6.5% | +37.9% |
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 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