+163.8%
MPC vs PRU
+46.4%
+117.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.2% |
| 7D | -16.2% | +2.4% | -18.6% | -17.3% |
| 30D | -15.7% | +6.1% | -21.8% | -18.2% |
| 3M | +24.9% | -0.7% | +25.6% | +24.7% |
| 6M | +52.7% | +22.1% | +30.6% | +38.3% |
| YTD | +131.9% | +9.8% | +122.1% | +120.3% |
| 1Y | +96.6% | +19.4% | +77.3% | +78.1% |
| 3Y | +163.8% | +50.4% | +113.4% | +93.9% |
| All | +163.8% | +46.4% | +117.4% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling