+592.2%
MMM vs PRU
+806.6%
-214.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | -3.3% | +1.9% | -5.2% | -3.9% |
| 30D | -7.0% | +2.7% | -9.7% | -7.8% |
| 3M | +10.8% | +19.5% | -8.6% | +5.1% |
| 6M | +5.8% | +26.6% | -20.9% | -1.5% |
| YTD | +6.8% | +12.3% | -5.6% | +2.8% |
| 1Y | +10.4% | +18.0% | -7.7% | +4.6% |
| 3Y | +104.7% | +47.0% | +57.7% | +81.9% |
| 5Y | +23.6% | +48.4% | -24.9% | +8.9% |
| 10Y | +54.1% | +142.4% | -88.3% | +13.9% |
| All | +592.2% | +806.6% | -214.4% | +175.1% |
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