+3.0%
MCHP vs UDR
-20.2%
+23.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.7% | +3.7% |
| 7D | 0.0% | -3.5% | +3.5% | +2.2% |
| 30D | -6.0% | -5.3% | -0.7% | -3.1% |
| 3M | -19.7% | -9.5% | -10.1% | -15.6% |
| 6M | +14.0% | -0.7% | +14.7% | +12.1% |
| YTD | +18.4% | -1.2% | +19.6% | +16.5% |
| 1Y | +17.1% | -5.7% | +22.9% | +18.6% |
| 3Y | +0.7% | +3.7% | -3.0% | -3.9% |
| All | +3.0% | -20.2% | +23.2% | +21.3% |
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