+10.5%
MCD vs UDR
+25.4%
-14.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.2% |
| 7D | +7.1% | +3.0% | +4.1% | +6.3% |
| 30D | +19.8% | +10.3% | +9.5% | +16.8% |
| 3M | +0.8% | -2.9% | +3.7% | +1.4% |
| 6M | -1.3% | +0.3% | -1.6% | -1.5% |
| YTD | -7.8% | +3.8% | -11.5% | -9.0% |
| 1Y | -5.0% | +12.7% | -17.7% | -8.3% |
| 3Y | +10.5% | +27.6% | -17.0% | +5.8% |
| All | +10.5% | +25.4% | -14.8% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling