+101.9%
MPC vs PRU
+20.8%
+81.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +4.5% |
| 7D | -9.4% | +3.2% | -12.6% | -9.3% |
| 30D | -14.3% | +7.9% | -22.2% | -14.6% |
| 3M | +31.1% | +1.8% | +29.3% | +31.5% |
| 6M | +60.3% | +24.1% | +36.1% | +58.6% |
| YTD | +142.5% | +12.4% | +130.2% | +143.1% |
| All | +101.9% | +20.8% | +81.0% | +101.6% |
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 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