+120.9%
MPC vs PRU
+19.0%
+101.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +5.4% | +1.9% | +3.6% | +5.2% |
| 30D | +31.0% | +2.7% | +28.3% | +30.5% |
| 3M | +46.0% | +19.5% | +26.6% | +43.3% |
| 6M | +77.3% | +26.6% | +50.7% | +72.6% |
| YTD | +141.9% | +12.3% | +129.6% | +140.7% |
| 1Y | +120.9% | +18.0% | +102.9% | +113.4% |
| All | +120.9% | +19.0% | +101.9% | +113.4% |
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