+942.1%
MDB vs PRU
+75.2%
+866.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -2.0% |
| 7D | +6.8% | +3.6% | +3.2% | +5.5% |
| 30D | -6.2% | +8.9% | -15.1% | -9.3% |
| 3M | -29.2% | +0.2% | -29.4% | -29.5% |
| 6M | +10.3% | +23.7% | -13.4% | +1.6% |
| YTD | -20.4% | +13.7% | -34.1% | -24.4% |
| 1Y | -4.8% | +20.6% | -25.4% | -11.6% |
| 3Y | -11.6% | +56.3% | -67.9% | -25.0% |
| 5Y | -41.0% | +42.3% | -83.4% | -48.3% |
| All | +942.1% | +75.2% | +866.9% | +741.6% |
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 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