+222.8%
MDT vs PRU
+806.6%
-583.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | +3.2% | +1.9% | +1.4% | +2.7% |
| 30D | +9.5% | +2.7% | +6.8% | +8.7% |
| 3M | +16.0% | +19.5% | -3.5% | +10.9% |
| 6M | +0.2% | +26.6% | -26.4% | -5.7% |
| YTD | -0.3% | +12.3% | -12.6% | -3.5% |
| 1Y | +4.7% | +18.0% | -13.3% | 0.0% |
| 3Y | +26.5% | +47.0% | -20.5% | +13.2% |
| 5Y | -18.2% | +48.4% | -66.6% | -27.7% |
| 10Y | +40.0% | +142.4% | -102.4% | +5.4% |
| All | +222.8% | +806.6% | -583.7% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling