+445.3%
MP vs PRU
+166.4%
+278.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +2.1% |
| 7D | -2.9% | +1.9% | -4.7% | -4.2% |
| 30D | +13.8% | +2.7% | +11.1% | +11.5% |
| 3M | -16.7% | +19.5% | -36.2% | -27.8% |
| 6M | -11.5% | +26.6% | -38.1% | -26.9% |
| YTD | +7.9% | +12.3% | -4.4% | -3.2% |
| 1Y | -15.0% | +18.0% | -33.1% | -27.2% |
| 3Y | +153.5% | +47.0% | +106.5% | +77.8% |
| 5Y | +58.7% | +48.4% | +10.2% | +13.4% |
| All | +445.3% | +166.4% | +278.9% | +215.2% |
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 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