-17.3%
MXL vs PRU
+41.4%
-58.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.4% | +11.3% | +11.9% |
| 7D | -8.8% | +3.2% | -12.0% | -11.2% |
| 30D | -41.9% | +7.9% | -49.8% | -45.8% |
| 3M | -25.4% | +1.8% | -27.2% | -27.4% |
| 6M | -44.0% | +24.1% | -68.1% | -55.1% |
| YTD | +220.8% | +12.4% | +208.4% | +178.1% |
| 1Y | +278.8% | +20.9% | +257.9% | +206.8% |
| 3Y | +249.4% | +55.5% | +194.0% | +128.9% |
| 5Y | -17.3% | +42.7% | -60.0% | -39.3% |
| All | -17.3% | +41.4% | -58.7% | -39.3% |
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