+19.4%
PRU vs MLM
-14.5%
+33.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.2% |
| 7D | +2.4% | -4.1% | +6.5% | +3.4% |
| 30D | +6.1% | +8.2% | -2.0% | +4.9% |
| 3M | -0.7% | -3.6% | +2.9% | -0.1% |
| 6M | +22.1% | -15.6% | +37.6% | +25.3% |
| YTD | +9.8% | -16.4% | +26.2% | +8.7% |
| 1Y | +19.4% | -14.3% | +33.7% | +16.1% |
| All | +19.4% | -14.5% | +33.8% | +16.1% |
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