+4.6%
MKTX vs UDR
+47.2%
-42.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -0.2% | -3.5% | +3.2% | +0.8% |
| 30D | +0.7% | -5.3% | +6.0% | +2.3% |
| 3M | +40.8% | -9.5% | +50.3% | +44.5% |
| 6M | -8.0% | -0.7% | -7.3% | -8.6% |
| YTD | -8.7% | -1.2% | -7.6% | -9.3% |
| 1Y | -11.8% | -5.7% | -6.1% | -11.1% |
| 3Y | -24.0% | +3.7% | -27.8% | -26.9% |
| 5Y | -60.3% | -18.9% | -41.4% | -59.2% |
| All | +4.6% | +47.2% | -42.6% | -3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling