+65.8%
MAR vs UDR
+3.4%
+62.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.4% |
| 7D | -2.1% | -3.4% | +1.3% | -0.4% |
| 30D | -5.7% | -5.4% | -0.2% | -3.0% |
| 3M | -14.6% | -10.0% | -4.7% | -10.3% |
| 6M | +1.3% | -2.5% | +3.9% | +2.0% |
| YTD | +6.7% | -1.1% | +7.8% | +6.7% |
| 1Y | +26.4% | -3.9% | +30.3% | +28.0% |
| All | +65.8% | +3.4% | +62.4% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling