+442.2%
MTZ vs PRU
+107.2%
+335.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.4% | -5.0% |
| 7D | -8.7% | +3.8% | -12.5% | -11.7% |
| 30D | -15.0% | +9.0% | -24.0% | -20.5% |
| 3M | -32.6% | +2.1% | -34.7% | -34.5% |
| 6M | -56.3% | +25.4% | -81.8% | -63.2% |
| YTD | -16.8% | +13.5% | -30.3% | -25.9% |
| 1Y | -10.0% | +21.3% | -31.4% | -23.4% |
| 3Y | +267.1% | +55.1% | +212.0% | +160.5% |
| 5Y | +89.9% | +43.6% | +46.3% | +39.6% |
| 10Y | +442.2% | +99.2% | +343.0% | +173.2% |
| All | +442.2% | +107.2% | +335.0% | +173.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling