-4.3%
MTZ vs PRU
+20.7%
-25.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.6% |
| 7D | +12.9% | -2.8% | +15.7% | +12.4% |
| 30D | -8.5% | +8.5% | -17.1% | -8.1% |
| 3M | -30.6% | +1.7% | -32.4% | -29.8% |
| 6M | -55.1% | +24.8% | -79.9% | -56.6% |
| YTD | -13.0% | +13.3% | -26.2% | -17.5% |
| 1Y | -4.3% | +21.4% | -25.6% | -10.6% |
| All | -4.3% | +20.7% | -25.0% | -10.6% |
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