+1,079.5%
MPC vs PRU
+115.4%
+964.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | +0.7% |
| 7D | -16.2% | +2.4% | -18.6% | -18.3% |
| 30D | -15.7% | +6.1% | -21.8% | -20.1% |
| 3M | +24.9% | -0.7% | +25.6% | +24.1% |
| 6M | +52.7% | +22.1% | +30.6% | +29.3% |
| YTD | +131.9% | +9.8% | +122.1% | +109.7% |
| 1Y | +96.6% | +19.4% | +77.3% | +66.4% |
| 3Y | +163.8% | +50.4% | +113.4% | +79.9% |
| 5Y | +533.1% | +37.2% | +496.0% | +349.1% |
| All | +1,079.5% | +115.4% | +964.1% | +447.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling