+57.4%
MAR vs UDR
+14.9%
+42.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +0.1% |
| 7D | +7.7% | +7.2% | +0.5% | +3.7% |
| 30D | +19.4% | +10.5% | +8.9% | +12.8% |
| 3M | +23.3% | -2.3% | +25.6% | +25.1% |
| 6M | +22.8% | +4.0% | +18.9% | +18.0% |
| YTD | +37.8% | +5.6% | +32.2% | +30.0% |
| 1Y | +57.4% | +13.0% | +44.3% | +38.0% |
| All | +57.4% | +14.9% | +42.4% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling