+2,498.9%
MAR vs UDR
+1,081.5%
+1,417.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.2% | -2.0% | -2.2% | -3.2% |
| 30D | -6.7% | -5.2% | -1.5% | -4.2% |
| 3M | -12.5% | -5.8% | -6.7% | -10.1% |
| 6M | +0.6% | -1.7% | +2.3% | +1.0% |
| YTD | +9.1% | +2.4% | +6.7% | +7.4% |
| 1Y | +26.2% | -2.1% | +28.3% | +27.0% |
| 3Y | +68.2% | +4.2% | +63.9% | +61.9% |
| 5Y | +163.9% | -20.0% | +183.9% | +184.8% |
| 10Y | +420.6% | +44.6% | +375.9% | +308.2% |
| All | +2,498.9% | +1,081.5% | +1,417.5% | +719.5% |
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 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