+117.8%
PRU vs MLM
+190.7%
-73.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.2% | +1.9% | -0.5% |
| 7D | +4.8% | -1.2% | +6.0% | +5.5% |
| 30D | +7.9% | +7.9% | -0.1% | +3.4% |
| 3M | +3.1% | -4.5% | +7.6% | +5.2% |
| 6M | +25.2% | -12.6% | +37.9% | +32.8% |
| YTD | +12.7% | -14.9% | +27.6% | +19.9% |
| 1Y | +23.5% | -13.1% | +36.5% | +29.6% |
| 3Y | +50.6% | +21.2% | +29.4% | +27.9% |
| 5Y | +40.9% | +32.0% | +8.9% | +10.6% |
| All | +117.8% | +190.7% | -73.0% | +3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling