+167.2%
MMM vs PRU
+55.2%
+112.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +0.6% |
| 7D | +5.8% | +3.2% | +2.6% | +4.2% |
| 30D | +17.9% | +7.9% | +10.0% | +13.5% |
| 3M | +3.6% | +1.8% | +1.8% | +2.6% |
| 6M | +32.9% | +24.1% | +8.8% | +18.3% |
| YTD | +19.5% | +12.4% | +7.1% | +11.7% |
| 1Y | +16.5% | +20.9% | -4.4% | +4.2% |
| 3Y | +167.2% | +55.5% | +111.7% | +106.2% |
| All | +167.2% | +55.2% | +112.0% | +106.2% |
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