+3,132.1%
MPC vs PRU
+292.6%
+2,839.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.6% | -14.7% | -12.7% |
| 7D | -10.9% | +9.8% | -20.7% | -17.1% |
| 30D | -9.4% | +11.6% | -21.0% | -16.8% |
| 3M | +26.0% | +3.7% | +22.3% | +21.5% |
| 6M | +56.5% | +33.0% | +23.6% | +26.1% |
| YTD | +144.3% | +16.6% | +127.7% | +113.1% |
| 1Y | +117.2% | +26.9% | +90.3% | +77.9% |
| 3Y | +176.3% | +55.7% | +120.6% | +89.6% |
| 5Y | +590.5% | +44.5% | +546.0% | +386.7% |
| 10Y | +1,183.8% | +133.1% | +1,050.7% | +523.5% |
| All | +3,132.1% | +292.6% | +2,839.5% | +1,000.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling