+209.8%
MGY vs UDR
+27.1%
+182.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | +1.8% | -3.4% | +5.2% | +3.6% |
| 30D | +6.5% | -5.4% | +11.9% | +9.5% |
| 3M | +0.3% | -10.0% | +10.3% | +5.6% |
| 6M | -2.4% | -2.5% | +0.2% | -2.3% |
| YTD | +29.0% | -1.1% | +30.1% | +27.8% |
| 1Y | +17.0% | -3.9% | +20.9% | +17.5% |
| 3Y | +26.2% | +3.4% | +22.7% | +18.9% |
| 5Y | +92.3% | -18.9% | +111.2% | +106.5% |
| All | +209.8% | +27.1% | +182.7% | +186.8% |
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