+49.7%
MMM vs UDR
-19.1%
+68.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +7.0% | +2.0% | +4.9% | +6.1% |
| 30D | +18.4% | +7.9% | +10.5% | +14.6% |
| 3M | +4.5% | -1.5% | +5.9% | +5.1% |
| 6M | +33.4% | +0.9% | +32.5% | +32.4% |
| YTD | +20.0% | +4.0% | +15.9% | +17.0% |
| 1Y | +15.0% | +10.4% | +4.7% | +9.1% |
| 3Y | +165.0% | +26.9% | +138.1% | +137.3% |
| All | +49.7% | -19.1% | +68.9% | +56.4% |
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