+78.1%
MMM vs PRU
+97.4%
-19.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +14.4% | +7.9% | +6.5% | +10.7% |
| 3M | +1.8% | +0.9% | +0.9% | +1.4% |
| 6M | +31.3% | +22.4% | +8.9% | +19.7% |
| YTD | +18.0% | +12.7% | +5.3% | +11.0% |
| 1Y | +10.9% | +19.6% | -8.7% | +1.5% |
| 3Y | +160.6% | +54.0% | +106.6% | +111.7% |
| 5Y | +44.5% | +41.0% | +3.5% | +20.4% |
| All | +78.1% | +97.4% | -19.3% | +22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling