+954.3%
MDB vs UDR
+32.0%
+922.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | +3.0% | -1.8% | +4.7% | +3.8% |
| 30D | -11.3% | +7.9% | -19.2% | -14.5% |
| 3M | -23.0% | -0.8% | -22.2% | -23.0% |
| 6M | +14.8% | 0.0% | +14.8% | +13.9% |
| YTD | -19.4% | +3.7% | -23.2% | -21.7% |
| 1Y | -9.0% | +8.5% | -17.5% | -13.5% |
| 3Y | -10.3% | +26.6% | -36.9% | -21.1% |
| 5Y | -38.4% | -20.2% | -18.2% | -34.6% |
| All | +954.3% | +32.0% | +922.3% | +971.3% |
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 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