+803.6%
PRU vs MLM
+1,478.9%
-675.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.2% | +1.9% | -0.1% |
| 7D | +4.8% | -1.2% | +6.0% | +5.6% |
| 30D | +7.9% | +7.9% | -0.1% | +2.8% |
| 3M | +3.1% | -4.5% | +7.6% | +5.5% |
| 6M | +25.2% | -12.6% | +37.9% | +33.7% |
| YTD | +12.7% | -14.9% | +27.6% | +20.7% |
| 1Y | +23.5% | -13.1% | +36.5% | +30.4% |
| 3Y | +50.6% | +21.2% | +29.4% | +26.0% |
| 5Y | +40.9% | +32.0% | +8.9% | +7.9% |
| 10Y | +125.5% | +195.3% | -69.9% | -5.8% |
| All | +803.6% | +1,478.9% | -675.3% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling