+239.4%
MULL vs PRU
+22.1%
+217.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.4% |
| 7D | -32.2% | +3.8% | -36.0% | -30.9% |
| 30D | -55.4% | +9.0% | -64.4% | -54.3% |
| 3M | -41.3% | +2.1% | -43.4% | -39.7% |
| 6M | -44.9% | +25.4% | -70.3% | -48.7% |
| YTD | +192.4% | +13.5% | +178.9% | +174.0% |
| 1Y | +239.4% | +21.3% | +218.1% | +202.4% |
| All | +239.4% | +22.1% | +217.4% | +202.4% |
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