+210.4%
MGY vs UDR
+27.0%
+183.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | +3.5% | -3.5% | +7.0% | +5.5% |
| 30D | +5.3% | -5.3% | +10.6% | +8.2% |
| 3M | +2.6% | -9.5% | +12.2% | +7.7% |
| 6M | -3.3% | -0.7% | -2.6% | -4.2% |
| YTD | +29.2% | -1.2% | +30.4% | +28.1% |
| 1Y | +18.0% | -5.7% | +23.8% | +19.8% |
| 3Y | +30.0% | +3.7% | +26.3% | +22.3% |
| 5Y | +92.7% | -18.9% | +111.6% | +107.0% |
| All | +210.4% | +27.0% | +183.4% | +187.4% |
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