+26.9%
PRU vs MLM
-11.4%
+38.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.4% | +4.2% | +6.1% |
| 7D | +9.8% | +9.1% | +0.6% | +8.0% |
| 30D | +11.6% | +14.6% | -3.0% | +8.8% |
| 3M | +3.7% | +0.3% | +3.4% | +3.3% |
| 6M | +33.0% | -7.5% | +40.4% | +33.9% |
| YTD | +16.6% | -10.2% | +26.8% | +13.9% |
| 1Y | +26.9% | -10.5% | +37.4% | +23.9% |
| All | +26.9% | -11.4% | +38.3% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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