+159.9%
MXL vs PRU
+107.2%
+52.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.7% | -4.4% |
| 7D | -15.9% | +3.8% | -19.6% | -18.0% |
| 30D | -44.0% | +9.0% | -53.0% | -47.5% |
| 3M | -21.3% | +2.1% | -23.5% | -23.3% |
| 6M | -46.1% | +25.4% | -71.5% | -54.9% |
| YTD | +208.8% | +13.5% | +195.3% | +173.9% |
| 1Y | +255.5% | +21.3% | +234.2% | +201.6% |
| 3Y | +223.3% | +55.1% | +168.2% | +138.3% |
| 5Y | -18.1% | +43.6% | -61.7% | -36.5% |
| 10Y | +159.9% | +99.2% | +60.7% | +48.1% |
| All | +159.9% | +107.2% | +52.7% | +48.1% |
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