+22.7%
MCD vs UDR
-18.0%
+40.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.2% |
| 7D | +7.1% | +3.0% | +4.1% | +6.4% |
| 30D | +19.8% | +10.3% | +9.5% | +16.9% |
| 3M | +0.8% | -2.9% | +3.7% | +1.5% |
| 6M | -1.3% | +0.3% | -1.6% | -1.5% |
| YTD | -7.8% | +3.8% | -11.5% | -8.9% |
| 1Y | -5.0% | +12.7% | -17.7% | -8.2% |
| 3Y | +10.5% | +27.6% | -17.0% | +2.8% |
| All | +22.7% | -18.0% | +40.7% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling