+3,101.0%
MPC vs PRU
+278.3%
+2,822.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +1.0% |
| 7D | +5.4% | +1.9% | +3.6% | +4.0% |
| 30D | +31.0% | +2.7% | +28.3% | +28.4% |
| 3M | +46.0% | +19.5% | +26.6% | +28.5% |
| 6M | +77.3% | +26.6% | +50.7% | +48.1% |
| YTD | +141.9% | +12.3% | +129.6% | +118.8% |
| 1Y | +120.9% | +18.0% | +102.9% | +91.8% |
| 3Y | +182.7% | +47.0% | +135.7% | +103.5% |
| 5Y | +646.4% | +48.4% | +598.0% | +419.7% |
| 10Y | +1,138.7% | +142.4% | +996.3% | +494.8% |
| All | +3,101.0% | +278.3% | +2,822.7% | +1,030.5% |
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