-3.8%
MTZ vs PRU
+20.9%
-24.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.1% |
| 7D | +5.0% | +3.6% | +1.4% | +5.4% |
| 30D | -6.0% | +8.9% | -14.9% | -5.5% |
| 3M | -36.1% | +0.2% | -36.3% | -35.2% |
| 6M | -56.9% | +23.7% | -80.6% | -58.1% |
| YTD | -15.9% | +13.7% | -29.7% | -20.2% |
| 1Y | -3.8% | +20.6% | -24.5% | -10.2% |
| All | -3.8% | +20.9% | -24.8% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling