+259.1%
MP vs PRU
+176.5%
+82.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.6% | -11.7% | -9.7% |
| 7D | -12.5% | +9.8% | -22.3% | -18.6% |
| 30D | -23.3% | +11.6% | -34.9% | -29.5% |
| 3M | -24.4% | +3.7% | -28.0% | -26.9% |
| 6M | -45.8% | +33.0% | -78.7% | -56.9% |
| YTD | -28.9% | +16.6% | -45.5% | -38.3% |
| 1Y | -34.6% | +26.9% | -61.5% | -47.1% |
| 3Y | +118.7% | +55.7% | +63.0% | +45.7% |
| 5Y | -3.1% | +44.5% | -47.6% | -30.6% |
| All | +259.1% | +176.5% | +82.6% | +100.7% |
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