-31.8%
MP vs PRU
+19.8%
-51.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.6% | +7.6% | +5.1% |
| 7D | -10.5% | +2.4% | -12.9% | -10.6% |
| 30D | -23.5% | +6.1% | -29.7% | -24.0% |
| 3M | -25.4% | -0.7% | -24.7% | -25.3% |
| 6M | -51.3% | +22.1% | -73.3% | -53.5% |
| YTD | -29.9% | +9.8% | -39.7% | -34.6% |
| 1Y | -31.8% | +19.4% | -51.2% | -38.2% |
| All | -31.8% | +19.8% | -51.6% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling