+254.1%
MP vs PRU
+160.4%
+93.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.6% | +7.6% | +6.8% |
| 7D | -10.5% | +2.4% | -12.9% | -12.5% |
| 30D | -23.5% | +6.1% | -29.7% | -27.3% |
| 3M | -25.4% | -0.7% | -24.7% | -25.7% |
| 6M | -51.3% | +22.1% | -73.3% | -58.9% |
| YTD | -29.9% | +9.8% | -39.7% | -36.6% |
| 1Y | -31.8% | +19.4% | -51.2% | -42.4% |
| 3Y | +127.0% | +50.4% | +76.6% | +54.3% |
| 5Y | -3.3% | +37.2% | -40.4% | -28.2% |
| All | +254.1% | +160.4% | +93.7% | +106.4% |
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 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