-18.2%
MDT vs PRU
+48.6%
-66.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | +3.2% | +1.9% | +1.4% | +2.6% |
| 30D | +9.5% | +2.7% | +6.8% | +8.5% |
| 3M | +16.0% | +19.5% | -3.5% | +9.6% |
| 6M | +0.2% | +26.6% | -26.4% | -7.1% |
| YTD | -0.3% | +12.3% | -12.6% | -4.2% |
| 1Y | +4.7% | +18.0% | -13.3% | -1.2% |
| 3Y | +26.5% | +47.0% | -20.5% | +8.7% |
| All | -18.2% | +48.6% | -66.7% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling