+18.5%
MLM vs UDR
+4.2%
+14.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -2.9% | -2.0% | -0.9% | -2.2% |
| 30D | -6.8% | -5.2% | -1.6% | -5.0% |
| 3M | -11.2% | -5.8% | -5.5% | -9.3% |
| 6M | -21.8% | -1.7% | -20.1% | -21.4% |
| YTD | -17.0% | +2.4% | -19.3% | -17.9% |
| 1Y | -16.4% | -2.1% | -14.3% | -16.0% |
| All | +18.5% | +4.2% | +14.3% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling