+3,168.2%
MAR vs UDR
+1,093.4%
+2,074.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.8% |
| 7D | +1.6% | -0.4% | +2.0% | +1.8% |
| 30D | +13.8% | +7.8% | +6.0% | +9.5% |
| 3M | +20.3% | -2.8% | +23.1% | +21.8% |
| 6M | +21.3% | -1.4% | +22.8% | +21.6% |
| YTD | +37.2% | +3.4% | +33.8% | +34.2% |
| 1Y | +48.4% | +9.9% | +38.6% | +41.0% |
| 3Y | +120.1% | +28.5% | +91.6% | +91.3% |
| 5Y | +182.1% | -20.5% | +202.6% | +205.6% |
| 10Y | +530.2% | +54.2% | +476.0% | +379.4% |
| All | +3,168.2% | +1,093.4% | +2,074.8% | +923.9% |
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