+30.5%
MLM vs UDR
-19.4%
+49.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.6% |
| 7D | -5.8% | -1.8% | -4.1% | -5.0% |
| 30D | +9.8% | +7.9% | +1.9% | +5.9% |
| 3M | -5.2% | -0.8% | -4.4% | -4.9% |
| 6M | -10.3% | 0.0% | -10.3% | -10.4% |
| YTD | -15.5% | +3.7% | -19.2% | -17.4% |
| 1Y | -15.0% | +8.5% | -23.6% | -18.9% |
| 3Y | +17.5% | +26.6% | -9.1% | +0.1% |
| 5Y | +30.5% | -20.2% | +50.7% | +44.3% |
| All | +30.5% | -19.4% | +49.9% | +44.3% |
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