+237.4%
MP vs PRU
+167.4%
+70.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.3% | -2.7% | -3.7% |
| 7D | -19.0% | +4.8% | -23.8% | -22.0% |
| 30D | -30.5% | +7.9% | -38.3% | -34.5% |
| 3M | -29.6% | +3.1% | -32.7% | -31.6% |
| 6M | -50.4% | +25.2% | -75.7% | -58.9% |
| YTD | -33.2% | +12.7% | -46.0% | -40.6% |
| 1Y | -38.6% | +23.5% | -62.1% | -49.3% |
| 3Y | +105.5% | +50.6% | +54.9% | +40.3% |
| 5Y | -7.8% | +40.9% | -48.7% | -32.7% |
| All | +237.4% | +167.4% | +70.0% | +93.3% |
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