+427.0%
MCK vs UDR
+47.2%
+379.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -2.9% | -3.5% | +0.5% | -1.9% |
| 30D | +0.4% | -5.3% | +5.7% | +2.0% |
| 3M | +12.1% | -9.5% | +21.6% | +15.4% |
| 6M | -5.4% | -0.7% | -4.8% | -5.5% |
| YTD | +7.8% | -1.2% | +9.0% | +7.6% |
| 1Y | +22.9% | -5.7% | +28.7% | +24.5% |
| 3Y | +110.7% | +3.7% | +107.0% | +103.6% |
| 5Y | +346.2% | -18.9% | +365.1% | +363.8% |
| All | +427.0% | +47.2% | +379.8% | +383.0% |
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