+235.5%
MXL vs PRU
+305.5%
-70.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.5% | +6.1% |
| 7D | +1.6% | +1.9% | -0.2% | +0.4% |
| 30D | -7.0% | +2.7% | -9.7% | -8.6% |
| 3M | -33.4% | +19.5% | -52.9% | -41.4% |
| 6M | +260.2% | +26.6% | +233.5% | +203.4% |
| YTD | +260.0% | +12.3% | +247.6% | +226.2% |
| 1Y | +303.5% | +18.0% | +285.4% | +254.1% |
| 3Y | +160.4% | +47.0% | +113.4% | +102.1% |
| 5Y | +14.7% | +48.4% | -33.7% | -11.1% |
| 10Y | +215.6% | +142.4% | +73.1% | +63.1% |
| All | +235.5% | +305.5% | -70.0% | +10.9% |
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 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