-8.4%
MDB vs PRU
+50.4%
-58.7%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.3% | -4.0% | -5.5% |
| 7D | -20.9% | +4.8% | -25.7% | -23.0% |
| 30D | -15.6% | +7.9% | -23.4% | -19.3% |
| 3M | -19.1% | +3.1% | -22.2% | -20.6% |
| 6M | +14.2% | +25.2% | -11.0% | -0.1% |
| YTD | -27.4% | +12.7% | -40.2% | -32.9% |
| 1Y | -13.0% | +23.5% | -36.5% | -23.8% |
| All | -8.4% | +50.4% | -58.7% | -17.8% |
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