+50.4%
PRU vs MLM
+18.7%
+31.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -1.9% |
| 7D | +2.4% | -4.1% | +6.5% | +4.1% |
| 30D | +6.1% | +8.2% | -2.0% | +3.2% |
| 3M | -0.7% | -3.6% | +2.9% | +0.5% |
| 6M | +22.1% | -15.6% | +37.6% | +29.2% |
| YTD | +9.8% | -16.4% | +26.2% | +15.0% |
| 1Y | +19.4% | -14.3% | +33.7% | +23.5% |
| 3Y | +50.4% | +19.3% | +31.1% | +30.6% |
| All | +50.4% | +18.7% | +31.7% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling