+22.8%
MUB vs PRU
+99.2%
-76.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | -1.3% | +3.6% | -4.9% | -1.4% |
| 30D | +2.2% | +8.9% | -6.7% | +2.0% |
| 3M | -1.6% | +0.2% | -1.8% | -1.6% |
| 6M | -1.3% | +23.7% | -25.0% | -1.8% |
| YTD | -0.7% | +13.7% | -14.4% | -1.0% |
| 1Y | -0.2% | +20.6% | -20.8% | -0.7% |
| 3Y | +9.6% | +56.3% | -46.7% | +8.1% |
| 5Y | +2.6% | +42.3% | -39.8% | +1.2% |
| All | +22.8% | +99.2% | -76.4% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling