-33.1%
MKC vs UDR
-20.3%
-12.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -2.8% | -3.4% | +0.6% | -1.6% |
| 30D | -3.4% | -5.4% | +2.0% | -1.4% |
| 3M | +3.8% | -10.0% | +13.7% | +8.0% |
| 6M | -17.9% | -2.5% | -15.4% | -17.0% |
| YTD | -23.6% | -1.1% | -22.5% | -23.3% |
| 1Y | -23.1% | -3.9% | -19.2% | -22.1% |
| 3Y | -31.5% | +3.4% | -35.0% | -32.2% |
| 5Y | -33.1% | -18.9% | -14.2% | -29.9% |
| All | -33.1% | -20.3% | -12.8% | -29.9% |
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