+181.3%
MCD vs UDR
+44.7%
+136.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.2% |
| 7D | -2.9% | -3.3% | +0.4% | -1.8% |
| 30D | -6.7% | -5.6% | -1.1% | -4.9% |
| 3M | -9.6% | -9.4% | -0.1% | -6.6% |
| 6M | -22.3% | -3.0% | -19.4% | -21.7% |
| YTD | -15.4% | -0.4% | -15.0% | -15.8% |
| 1Y | -16.8% | -5.1% | -11.7% | -15.8% |
| 3Y | -2.4% | +4.2% | -6.6% | -5.9% |
| 5Y | +19.4% | -19.5% | +38.9% | +24.8% |
| 10Y | +181.3% | +47.9% | +133.4% | +135.7% |
| All | +181.3% | +44.7% | +136.6% | +135.7% |
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