+671.1%
MMM vs PRU
+809.8%
-138.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -2.2% |
| 7D | +5.9% | +4.8% | +1.1% | +4.5% |
| 30D | +14.7% | +7.9% | +6.9% | +12.4% |
| 3M | +3.6% | +3.1% | +0.5% | +2.7% |
| 6M | +32.7% | +25.2% | +7.5% | +24.2% |
| YTD | +18.9% | +12.7% | +6.2% | +14.4% |
| 1Y | +16.4% | +23.5% | -7.1% | +9.0% |
| 3Y | +159.8% | +50.6% | +109.2% | +129.6% |
| 5Y | +47.2% | +40.9% | +6.3% | +31.8% |
| 10Y | +86.5% | +125.5% | -39.0% | +40.4% |
| All | +671.1% | +809.8% | -138.7% | +206.4% |
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