-12.4%
MDB vs PRU
+20.8%
-33.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.3% | +3.6% |
| 7D | -0.9% | +3.2% | -4.1% | -2.3% |
| 30D | -15.2% | +7.9% | -23.1% | -18.6% |
| 3M | -17.9% | +1.8% | -19.7% | -18.2% |
| 6M | +9.3% | +24.1% | -14.8% | -3.3% |
| YTD | -22.0% | +12.4% | -34.4% | -30.3% |
| All | -12.4% | +20.8% | -33.3% | -21.3% |
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