-24.7%
MDB vs PRU
+48.6%
-73.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.4% |
| 7D | -17.4% | +1.9% | -19.3% | -18.7% |
| 30D | -2.0% | +2.7% | -4.7% | -4.0% |
| 3M | -3.0% | +19.5% | -22.5% | -14.7% |
| 6M | +48.7% | +26.6% | +22.0% | +25.1% |
| YTD | -12.1% | +12.3% | -24.5% | -19.7% |
| 1Y | +14.5% | +18.0% | -3.6% | +0.6% |
| 3Y | -6.1% | +47.0% | -53.2% | -32.6% |
| All | -24.7% | +48.6% | -73.3% | -44.6% |
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 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