+344.7%
MXL vs PRU
+16.8%
+327.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.5% | +9.0% | +7.7% |
| 7D | +19.0% | -1.9% | +20.9% | +19.1% |
| 30D | +4.5% | -2.6% | +7.1% | +4.8% |
| 3M | -1.5% | +14.7% | -16.2% | -6.5% |
| 6M | +348.6% | +25.7% | +322.9% | +302.6% |
| YTD | +310.3% | +8.3% | +302.0% | +297.0% |
| 1Y | +344.7% | +17.3% | +327.4% | +277.7% |
| All | +344.7% | +16.8% | +327.9% | +277.7% |
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