+163.7%
MXL vs PRU
+99.2%
+64.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -6.0% |
| 7D | +13.4% | +3.6% | +9.8% | +11.0% |
| 30D | -29.2% | +8.9% | -38.1% | -33.6% |
| 3M | -27.2% | +0.2% | -27.4% | -28.2% |
| 6M | -36.4% | +23.7% | -60.2% | -46.3% |
| YTD | +220.0% | +13.7% | +206.3% | +183.3% |
| 1Y | +304.8% | +20.6% | +284.2% | +244.6% |
| 3Y | +238.5% | +56.3% | +182.1% | +148.2% |
| 5Y | -18.8% | +42.3% | -61.1% | -36.8% |
| All | +163.7% | +99.2% | +64.5% | +50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling