+3,381.6%
MKC vs UDR
+2,856.1%
+525.5%
-52.0%
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% | -0.2% |
| 7D | -4.3% | -2.1% | -2.3% | -3.9% |
| 30D | -2.0% | -5.6% | +3.6% | -0.8% |
| 3M | +10.0% | -5.8% | +15.8% | +11.4% |
| 6M | -18.5% | -1.1% | -17.4% | -18.3% |
| YTD | -22.4% | +1.6% | -24.0% | -22.7% |
| 1Y | -23.6% | -2.7% | -21.0% | -23.3% |
| 3Y | -30.4% | +6.3% | -36.7% | -31.5% |
| 5Y | -34.2% | -19.3% | -14.9% | -32.2% |
| 10Y | +26.8% | +46.0% | -19.2% | +14.9% |
| All | +3,381.6% | +2,856.1% | +525.5% | +1,747.9% |
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 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