+215.3%
MXL vs PRU
+306.8%
-91.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.3% |
| 7D | +33.1% | 0.0% | +33.1% | +33.0% |
| 30D | -33.5% | +7.9% | -41.4% | -37.2% |
| 3M | -20.7% | +0.9% | -21.6% | -22.1% |
| 6M | -35.9% | +22.4% | -58.2% | -45.2% |
| YTD | +238.3% | +12.7% | +225.6% | +202.2% |
| 1Y | +296.2% | +19.6% | +276.7% | +240.7% |
| 3Y | +254.1% | +54.0% | +200.1% | +164.2% |
| 5Y | -14.1% | +41.0% | -55.2% | -32.3% |
| 10Y | +178.1% | +97.4% | +80.7% | +61.7% |
| All | +215.3% | +306.8% | -91.5% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling