+7,787.5%
MDT vs UDR
+2,798.0%
+4,989.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.1% |
| 7D | -0.3% | -3.3% | +2.9% | +0.5% |
| 30D | +2.8% | -5.6% | +8.4% | +4.2% |
| 3M | +13.1% | -9.4% | +22.5% | +15.9% |
| 6M | +2.3% | -3.0% | +5.3% | +3.1% |
| YTD | -2.7% | -0.4% | -2.3% | -2.8% |
| 1Y | +0.9% | -5.1% | +6.0% | +2.0% |
| 3Y | +26.8% | +4.2% | +22.6% | +24.5% |
| 5Y | -19.5% | -19.5% | +0.1% | -16.3% |
| 10Y | +40.6% | +47.9% | -7.3% | +26.7% |
| All | +7,787.5% | +2,798.0% | +4,989.5% | +4,180.3% |
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 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