+195.2%
MCD vs UDR
+53.3%
+141.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -1.6% | -2.4% | +0.8% | -0.8% |
| 30D | +16.0% | +6.7% | +9.4% | +13.5% |
| 3M | 0.0% | -1.8% | +1.7% | +0.6% |
| 6M | +0.9% | -1.8% | +2.7% | +1.4% |
| YTD | -8.7% | +2.5% | -11.2% | -9.9% |
| 1Y | -8.6% | +7.9% | -16.5% | -11.4% |
| 3Y | +9.9% | +25.1% | -15.2% | -0.6% |
| 5Y | +22.6% | -21.2% | +43.8% | +29.9% |
| All | +195.2% | +53.3% | +141.9% | +148.7% |
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