-15.1%
MP vs PRU
+36.1%
-51.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.6% | +7.6% | +6.9% |
| 7D | -10.5% | +2.4% | -12.9% | -12.7% |
| 30D | -23.5% | +6.1% | -29.7% | -27.6% |
| 3M | -25.4% | -0.7% | -24.7% | -25.8% |
| 6M | -51.3% | +22.1% | -73.3% | -59.6% |
| YTD | -29.9% | +9.8% | -39.7% | -37.3% |
| 1Y | -31.8% | +19.4% | -51.2% | -43.6% |
| 3Y | +127.0% | +50.4% | +76.6% | +40.5% |
| All | -15.1% | +36.1% | -51.2% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling