+73.9%
MUB vs PRU
+186.1%
-112.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | 0.0% |
| 7D | -0.9% | +1.9% | -2.7% | -0.9% |
| 30D | -1.4% | +2.7% | -4.1% | -1.4% |
| 3M | -2.2% | +19.5% | -21.6% | -2.2% |
| 6M | -1.9% | +26.6% | -28.5% | -2.0% |
| YTD | -0.8% | +12.3% | -13.1% | -0.8% |
| 1Y | +2.7% | +18.0% | -15.3% | +2.7% |
| 3Y | +8.6% | +47.0% | -38.4% | +8.4% |
| 5Y | +2.0% | +48.4% | -46.4% | +1.8% |
| 10Y | +17.9% | +142.4% | -124.5% | +17.0% |
| All | +73.9% | +186.1% | -112.2% | +70.2% |
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