+380.3%
MCO vs UDR
+47.2%
+333.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.7% |
| 7D | -3.8% | -3.5% | -0.3% | -2.0% |
| 30D | -0.4% | -5.3% | +4.9% | +2.4% |
| 3M | +7.7% | -9.5% | +17.3% | +13.3% |
| 6M | +7.0% | -0.7% | +7.6% | +6.9% |
| YTD | -6.4% | -1.2% | -5.2% | -6.8% |
| 1Y | -7.6% | -5.7% | -1.9% | -5.8% |
| 3Y | +43.2% | +3.7% | +39.5% | +37.9% |
| 5Y | +29.6% | -18.9% | +48.5% | +40.1% |
| All | +380.3% | +47.2% | +333.1% | +325.0% |
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