+1,106.2%
MPC vs PRU
+115.4%
+990.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +2.9% |
| 7D | -9.4% | +3.2% | -12.6% | -12.0% |
| 30D | -14.3% | +7.9% | -22.2% | -19.7% |
| 3M | +31.1% | +1.8% | +29.3% | +27.9% |
| 6M | +60.3% | +24.1% | +36.1% | +34.2% |
| YTD | +142.5% | +12.4% | +130.2% | +115.8% |
| 1Y | +104.6% | +20.9% | +83.7% | +71.7% |
| 3Y | +191.7% | +55.5% | +136.2% | +94.1% |
| 5Y | +549.2% | +42.7% | +506.6% | +347.2% |
| 10Y | +1,106.2% | +106.1% | +1,000.1% | +471.6% |
| All | +1,106.2% | +115.4% | +990.8% | +471.6% |
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