+6,918.4%
MCK vs UDR
+1,465.7%
+5,452.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -4.4% | -3.4% | -1.0% | -3.6% |
| 30D | -2.2% | -5.4% | +3.2% | -0.9% |
| 3M | +11.6% | -10.0% | +21.5% | +14.4% |
| 6M | -4.9% | -2.5% | -2.4% | -4.5% |
| YTD | +7.7% | -1.1% | +8.8% | +7.6% |
| 1Y | +25.2% | -3.9% | +29.1% | +25.9% |
| 3Y | +112.1% | +3.4% | +108.7% | +106.6% |
| 5Y | +345.8% | -18.9% | +364.7% | +356.5% |
| 10Y | +439.7% | +46.8% | +392.9% | +366.0% |
| All | +6,918.4% | +1,465.7% | +5,452.8% | +3,644.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling