-7.5%
MKTX vs UDR
-1.4%
-6.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | -2.0% | +2.4% | +0.3% |
| 30D | +1.1% | -5.2% | +6.3% | +0.8% |
| 3M | +36.1% | -5.8% | +41.9% | +34.9% |
| 6M | -12.9% | -1.7% | -11.2% | -13.9% |
| YTD | -8.5% | +2.4% | -10.9% | -11.4% |
| 1Y | -7.5% | -2.1% | -5.4% | -5.9% |
| All | -7.5% | -1.4% | -6.1% | -5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling