-45.2%
MDB vs PRU
+36.1%
-81.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +4.5% |
| 7D | -11.4% | +2.4% | -13.8% | -13.2% |
| 30D | -13.8% | +6.1% | -20.0% | -18.0% |
| 3M | -15.5% | -0.7% | -14.7% | -15.5% |
| 6M | +17.9% | +22.1% | -4.1% | +1.1% |
| YTD | -25.5% | +9.8% | -35.2% | -31.3% |
| 1Y | -12.1% | +19.4% | -31.4% | -23.9% |
| 3Y | -5.9% | +50.4% | -56.2% | -35.7% |
| All | -45.2% | +36.1% | -81.4% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling