+1,017.5%
MDB vs UDR
+26.8%
+990.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.6% | +1.5% |
| 7D | -4.5% | -3.3% | -1.3% | -3.1% |
| 30D | -14.0% | -5.6% | -8.3% | -11.8% |
| 3M | +5.3% | -9.4% | +14.7% | +9.9% |
| 6M | +31.9% | -3.0% | +34.8% | +32.7% |
| YTD | -14.6% | -0.4% | -14.2% | -15.3% |
| 1Y | +8.2% | -5.1% | +13.4% | +9.5% |
| 3Y | -5.0% | +4.2% | -9.2% | -8.4% |
| 5Y | -24.5% | -19.5% | -5.0% | -19.1% |
| All | +1,017.5% | +26.8% | +990.7% | +1,059.8% |
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 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