+1,049.8%
MDB vs UDR
+30.3%
+1,019.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -17.4% | -2.0% | -15.4% | -16.7% |
| 30D | -2.0% | -5.2% | +3.2% | +0.2% |
| 3M | -3.0% | -5.8% | +2.8% | -0.6% |
| 6M | +48.7% | -1.7% | +50.4% | +48.8% |
| YTD | -12.1% | +2.4% | -14.5% | -13.9% |
| 1Y | +14.5% | -2.1% | +16.6% | +14.2% |
| 3Y | -6.1% | +4.2% | -10.4% | -9.5% |
| 5Y | -27.3% | -20.0% | -7.3% | -22.5% |
| All | +1,049.8% | +30.3% | +1,019.5% | +1,079.0% |
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