+303.5%
MXL vs PRU
+19.0%
+284.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +5.7% |
| 7D | +1.6% | +1.9% | -0.2% | +1.3% |
| 30D | -7.0% | +2.7% | -9.7% | -7.3% |
| 3M | -33.4% | +19.5% | -52.9% | -37.1% |
| 6M | +260.2% | +26.6% | +233.5% | +228.2% |
| YTD | +260.0% | +12.3% | +247.6% | +246.4% |
| 1Y | +303.5% | +18.0% | +285.4% | +246.3% |
| All | +303.5% | +19.0% | +284.5% | +246.3% |
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