-5.9%
MDB vs PRU
+46.4%
-52.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +4.1% |
| 7D | -11.4% | +2.4% | -13.8% | -12.7% |
| 30D | -13.8% | +6.1% | -20.0% | -17.1% |
| 3M | -15.5% | -0.7% | -14.7% | -15.3% |
| 6M | +17.9% | +22.1% | -4.1% | +4.4% |
| YTD | -25.5% | +9.8% | -35.2% | -30.2% |
| 1Y | -12.1% | +19.4% | -31.4% | -21.6% |
| 3Y | -5.9% | +50.4% | -56.2% | -14.4% |
| All | -5.9% | +46.4% | -52.3% | -14.4% |
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