+7,285.9%
MCO vs UDR
+1,461.8%
+5,824.2%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.5% |
| 7D | -3.1% | -3.3% | +0.1% | -1.7% |
| 30D | -0.5% | -5.6% | +5.1% | +2.2% |
| 3M | +5.7% | -9.4% | +15.1% | +10.6% |
| 6M | +3.0% | -3.0% | +6.0% | +4.1% |
| YTD | -6.5% | -0.4% | -6.1% | -7.1% |
| 1Y | -5.8% | -5.1% | -0.6% | -4.3% |
| 3Y | +43.1% | +4.2% | +38.9% | +38.1% |
| 5Y | +29.5% | -19.5% | +49.0% | +40.1% |
| 10Y | +388.8% | +47.9% | +340.9% | +285.6% |
| All | +7,285.9% | +1,461.8% | +5,824.2% | +2,442.8% |
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