-24.5%
MDB vs UDR
-18.0%
-6.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.7% | -2.9% |
| 7D | -18.0% | -2.1% | -16.0% | -16.7% |
| 30D | -10.7% | -5.6% | -5.1% | -7.0% |
| 3M | +1.0% | -5.8% | +6.8% | +5.0% |
| 6M | +31.6% | -1.1% | +32.7% | +30.8% |
| YTD | -15.2% | +1.6% | -16.8% | -18.0% |
| 1Y | +10.1% | -2.7% | +12.8% | +9.7% |
| 3Y | -5.6% | +6.3% | -11.9% | -15.7% |
| 5Y | -24.5% | -19.3% | -5.2% | -10.3% |
| All | -24.5% | -18.0% | -6.5% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling