+1,000.7%
MUU vs PRU
+7.2%
+993.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.6% | +11.8% | +11.7% |
| 7D | -42.8% | +2.4% | -45.2% | -44.1% |
| 30D | -63.6% | +6.1% | -69.7% | -66.2% |
| 3M | -48.5% | -0.7% | -47.8% | -49.0% |
| 6M | -36.9% | +22.1% | -59.0% | -55.0% |
| YTD | +176.7% | +9.8% | +166.9% | +128.4% |
| 1Y | +266.3% | +19.4% | +246.9% | +161.1% |
| All | +1,000.7% | +7.2% | +993.5% | +729.5% |
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