+297.0%
MXL vs PRU
+27.9%
+269.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +6.6% | -17.7% | -9.1% |
| 7D | -24.3% | +9.8% | -34.1% | -22.2% |
| 30D | -46.1% | +11.6% | -57.7% | -44.4% |
| 3M | -21.8% | +3.7% | -25.5% | -19.4% |
| 6M | -27.2% | +33.0% | -60.2% | -29.4% |
| YTD | +226.2% | +16.6% | +209.6% | +226.4% |
| 1Y | +297.0% | +26.9% | +270.1% | +251.2% |
| All | +297.0% | +27.9% | +269.1% | +251.2% |
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