-15.4%
MDLN vs PRU
+6.0%
-21.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.2% | -3.0% | -4.5% |
| 7D | -1.2% | +1.9% | -3.1% | -1.7% |
| 30D | -1.5% | -0.4% | -1.1% | -1.4% |
| 3M | +2.6% | +16.4% | -13.8% | +1.8% |
| 6M | -20.9% | +26.0% | -46.9% | -22.4% |
| YTD | -17.4% | +9.9% | -27.3% | -22.1% |
| All | -15.4% | +6.0% | -21.4% | -21.6% |
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