+258.1%
MTZ vs PRU
+46.4%
+211.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.6% | +12.2% | +10.6% |
| 7D | -6.4% | +2.4% | -8.8% | -8.0% |
| 30D | -22.1% | +6.1% | -28.2% | -24.9% |
| 3M | -32.7% | -0.7% | -32.0% | -33.1% |
| 6M | -59.8% | +22.1% | -81.9% | -64.6% |
| YTD | -19.9% | +9.8% | -29.7% | -25.5% |
| 1Y | -11.5% | +19.4% | -30.8% | -22.0% |
| 3Y | +258.1% | +50.4% | +207.7% | +152.5% |
| All | +258.1% | +46.4% | +211.7% | +152.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling