+343.3%
MULL vs PRU
+20.9%
+322.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.1% |
| 7D | +24.5% | +3.6% | +20.9% | +25.0% |
| 30D | -35.5% | +8.9% | -44.4% | -33.8% |
| 3M | -44.8% | +0.2% | -45.0% | -43.2% |
| 6M | -45.5% | +23.7% | -69.2% | -48.3% |
| YTD | +232.5% | +13.7% | +218.8% | +213.5% |
| 1Y | +343.3% | +20.6% | +322.6% | +297.7% |
| All | +343.3% | +20.9% | +322.3% | +297.7% |
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 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