+56.5%
MPC vs PRU
+32.7%
+23.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.6% | -14.7% | -7.4% |
| 7D | -10.9% | +9.8% | -20.7% | -10.7% |
| 30D | -9.4% | +11.6% | -21.0% | -9.4% |
| 3M | +26.0% | +3.7% | +22.3% | +28.0% |
| 6M | +56.5% | +33.0% | +23.6% | +53.3% |
| All | +56.5% | +32.7% | +23.8% | +53.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling