+26.0%
MXL vs PRU
+45.5%
-19.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.2% | +8.2% | +7.7% |
| 7D | +15.5% | +1.9% | +13.6% | +13.4% |
| 30D | -11.3% | -0.4% | -10.9% | -11.2% |
| 3M | -16.1% | +16.4% | -32.5% | -27.6% |
| 6M | +323.0% | +26.0% | +297.0% | +236.5% |
| YTD | +281.5% | +9.9% | +271.6% | +240.5% |
| 1Y | +319.3% | +18.8% | +300.5% | +247.9% |
| 3Y | +189.4% | +45.3% | +144.0% | +102.4% |
| 5Y | +26.0% | +45.6% | -19.6% | -8.9% |
| All | +26.0% | +45.5% | -19.5% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling