+424.9%
MAR vs UDR
+47.3%
+377.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | -2.1% | -3.4% | +1.3% | -0.2% |
| 30D | -5.7% | -5.4% | -0.2% | -2.7% |
| 3M | -14.6% | -10.0% | -4.7% | -9.8% |
| 6M | +1.3% | -2.5% | +3.9% | +2.2% |
| YTD | +6.7% | -1.1% | +7.8% | +6.8% |
| 1Y | +26.4% | -3.9% | +30.3% | +28.5% |
| 3Y | +64.7% | +3.4% | +61.3% | +58.3% |
| 5Y | +153.1% | -18.9% | +171.9% | +173.8% |
| All | +424.9% | +47.3% | +377.6% | +332.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling