-24.5%
MDLN vs UDR
-3.1%
-21.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.1% | -4.4% |
| 7D | -11.5% | -3.4% | -8.1% | -9.6% |
| 30D | -7.6% | -5.4% | -2.1% | -4.5% |
| 3M | -11.4% | -10.0% | -1.4% | -5.1% |
| 6M | -24.5% | -2.5% | -21.9% | -18.9% |
| All | -24.5% | -3.1% | -21.3% | -18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling