+88.7%
MGY vs UDR
-20.1%
+108.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +1.8% | -3.4% | +5.2% | +3.2% |
| 30D | +6.5% | -5.4% | +11.9% | +8.8% |
| 3M | +0.3% | -10.0% | +10.3% | +4.3% |
| 6M | -2.4% | -2.5% | +0.2% | -2.3% |
| YTD | +29.0% | -1.1% | +30.1% | +28.0% |
| 1Y | +17.0% | -3.9% | +20.9% | +17.5% |
| 3Y | +26.2% | +3.4% | +22.7% | +20.7% |
| All | +88.7% | -20.1% | +108.8% | +125.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling