+935.2%
MDB vs PRU
+74.8%
+860.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.0% |
| 7D | -1.0% | +3.8% | -4.8% | -2.4% |
| 30D | -14.0% | +9.0% | -23.0% | -16.9% |
| 3M | -20.3% | +2.1% | -22.5% | -21.1% |
| 6M | +10.9% | +25.4% | -14.6% | +1.7% |
| YTD | -20.9% | +13.5% | -34.4% | -24.8% |
| 1Y | -11.2% | +21.3% | -32.5% | -17.7% |
| 3Y | -11.9% | +55.1% | -67.0% | -25.0% |
| 5Y | -40.2% | +43.6% | -83.7% | -47.6% |
| All | +935.2% | +74.8% | +860.4% | +736.7% |
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