+2,523.1%
MULL vs PRU
+8.1%
+2,515.0%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | -1.0% | +12.8% | +12.9% |
| 7D | +17.3% | +1.9% | +15.4% | +14.4% |
| 30D | +23.5% | +2.7% | +20.8% | +18.7% |
| 3M | -24.0% | +19.5% | -43.4% | -43.2% |
| 6M | +276.7% | +26.6% | +250.1% | +152.0% |
| YTD | +565.1% | +12.3% | +552.7% | +436.3% |
| 1Y | +2,802.6% | +18.0% | +2,784.5% | +1,996.4% |
| All | +2,523.1% | +8.1% | +2,515.0% | +1,781.4% |
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 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