-59.7%
MKTX vs UDR
-20.1%
-39.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -0.2% | -3.4% | +3.2% | +1.0% |
| 30D | +0.8% | -5.4% | +6.3% | +2.7% |
| 3M | +41.1% | -10.0% | +51.1% | +45.6% |
| 6M | -9.5% | -2.5% | -7.0% | -9.8% |
| YTD | -8.7% | -1.1% | -7.6% | -9.7% |
| 1Y | -10.0% | -3.9% | -6.1% | -10.0% |
| 3Y | -24.6% | +3.4% | -28.1% | -29.5% |
| All | -59.7% | -20.1% | -39.6% | -57.9% |
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