+475.1%
MULL vs PRU
+27.9%
+447.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.6% | -20.3% | -11.6% |
| 7D | -35.9% | +9.8% | -45.7% | -33.9% |
| 30D | -47.3% | +11.6% | -58.9% | -45.7% |
| 3M | -30.6% | +3.7% | -34.3% | -28.2% |
| 6M | +13.7% | +33.0% | -19.3% | +5.0% |
| YTD | +272.1% | +16.6% | +255.5% | +253.5% |
| 1Y | +475.1% | +26.9% | +448.1% | +439.6% |
| All | +475.1% | +27.9% | +447.2% | +439.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling