+69.4%
MTZ vs PRU
+38.4%
+31.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.3% | -1.9% | -3.4% |
| 7D | -10.6% | +4.8% | -15.4% | -13.6% |
| 30D | -30.4% | +7.9% | -38.2% | -34.0% |
| 3M | -40.4% | +3.1% | -43.5% | -42.2% |
| 6M | -63.7% | +25.2% | -88.9% | -69.0% |
| YTD | -26.9% | +12.7% | -39.6% | -33.9% |
| 1Y | -20.2% | +23.5% | -43.6% | -32.1% |
| 3Y | +208.1% | +50.6% | +157.6% | +122.4% |
| 5Y | +69.4% | +40.9% | +28.5% | +25.6% |
| All | +69.4% | +38.4% | +31.0% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling