+540.9%
MPC vs PRU
+38.4%
+502.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.6% | -2.3% |
| 7D | -12.8% | +4.8% | -17.5% | -15.2% |
| 30D | -12.7% | +7.9% | -20.6% | -16.5% |
| 3M | +27.1% | +3.1% | +24.0% | +24.2% |
| 6M | +45.8% | +25.2% | +20.6% | +28.0% |
| YTD | +134.7% | +12.7% | +122.0% | +116.7% |
| 1Y | +106.0% | +23.5% | +82.6% | +80.0% |
| 3Y | +165.5% | +50.6% | +114.9% | +100.4% |
| 5Y | +540.9% | +40.9% | +500.0% | +386.1% |
| All | +540.9% | +38.4% | +502.5% | +386.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling