+1,093.9%
MPC vs PRU
+121.2%
+972.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.6% | -1.5% |
| 7D | -12.8% | +4.8% | -17.5% | -16.3% |
| 30D | -12.7% | +7.9% | -20.6% | -18.2% |
| 3M | +27.1% | +3.1% | +24.0% | +22.8% |
| 6M | +45.8% | +25.2% | +20.6% | +21.3% |
| YTD | +134.7% | +12.7% | +122.0% | +108.3% |
| 1Y | +106.0% | +23.5% | +82.6% | +70.1% |
| 3Y | +165.5% | +50.6% | +114.9% | +81.2% |
| 5Y | +540.9% | +40.9% | +500.0% | +346.0% |
| All | +1,093.9% | +121.2% | +972.8% | +443.3% |
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