+849.8%
MDB vs PRU
+73.6%
+776.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.3% | -4.0% | -6.0% |
| 7D | -20.9% | +4.8% | -25.7% | -22.3% |
| 30D | -15.6% | +7.9% | -23.4% | -18.1% |
| 3M | -19.1% | +3.1% | -22.2% | -20.1% |
| 6M | +14.2% | +25.2% | -11.0% | +4.8% |
| YTD | -27.4% | +12.7% | -40.2% | -30.8% |
| 1Y | -13.0% | +23.5% | -36.5% | -19.8% |
| 3Y | -11.2% | +50.6% | -61.8% | -23.7% |
| 5Y | -45.2% | +40.9% | -86.0% | -51.7% |
| All | +849.8% | +73.6% | +776.1% | +669.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling