+213.3%
MCD vs UDR
+53.1%
+160.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +7.3% | +2.0% | +5.2% | +6.6% |
| 30D | +20.0% | +7.9% | +12.1% | +16.9% |
| 3M | +3.8% | -1.5% | +5.3% | +4.4% |
| 6M | +3.8% | +0.9% | +2.9% | +3.3% |
| YTD | -5.9% | +4.0% | -9.9% | -7.6% |
| 1Y | -3.2% | +10.4% | -13.6% | -7.0% |
| 3Y | +13.3% | +26.9% | -13.6% | +2.0% |
| 5Y | +25.2% | -19.4% | +44.6% | +31.5% |
| 10Y | +213.3% | +57.0% | +156.3% | +156.7% |
| All | +213.3% | +53.1% | +160.2% | +156.7% |
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