+959.5%
MDB vs UDR
+30.5%
+929.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.0% |
| 7D | +11.6% | -2.4% | +13.9% | +12.7% |
| 30D | -8.9% | +6.7% | -15.6% | -11.8% |
| 3M | -22.4% | -1.8% | -20.6% | -22.1% |
| 6M | +10.1% | -1.8% | +11.8% | +10.1% |
| YTD | -19.0% | +2.5% | -21.6% | -21.0% |
| 1Y | -7.0% | +7.9% | -14.9% | -11.4% |
| 3Y | -9.8% | +25.1% | -34.9% | -20.3% |
| 5Y | -40.1% | -21.2% | -18.9% | -36.1% |
| All | +959.5% | +30.5% | +929.0% | +982.1% |
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