+38.0%
MDT vs UDR
+47.3%
-9.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -1.6% | -3.4% | +1.8% | 0.0% |
| 30D | +1.0% | -5.4% | +6.5% | +3.6% |
| 3M | +15.2% | -10.0% | +25.2% | +20.7% |
| 6M | +3.7% | -2.5% | +6.2% | +4.7% |
| YTD | -3.0% | -1.1% | -1.9% | -2.9% |
| 1Y | +2.5% | -3.9% | +6.4% | +3.7% |
| 3Y | +26.5% | +3.4% | +23.0% | +21.8% |
| 5Y | -18.3% | -18.9% | +0.6% | -13.1% |
| All | +38.0% | +47.3% | -9.3% | +22.4% |
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