+15,762.5%
MA vs UDR
+246.9%
+15,515.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.8% | +2.0% | -0.2% | +1.0% |
| 30D | +11.8% | +7.9% | +3.9% | +8.3% |
| 3M | +17.2% | -1.5% | +18.6% | +17.9% |
| 6M | +33.4% | +0.9% | +32.5% | +32.6% |
| YTD | +16.1% | +4.0% | +12.1% | +13.5% |
| 1Y | +19.9% | +10.4% | +9.5% | +14.2% |
| 3Y | +70.1% | +26.9% | +43.2% | +50.4% |
| 5Y | +89.6% | -19.4% | +109.0% | +101.6% |
| 10Y | +568.4% | +57.0% | +511.4% | +424.0% |
| All | +15,762.5% | +246.9% | +15,515.6% | +7,628.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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