+27.0%
MMM vs UDR
-18.0%
+45.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.3% |
| 7D | -1.6% | -2.1% | +0.5% | -0.7% |
| 30D | -8.0% | -5.6% | -2.4% | -5.7% |
| 3M | +9.4% | -5.8% | +15.1% | +11.9% |
| 6M | +10.2% | -1.1% | +11.4% | +10.1% |
| YTD | +6.1% | +1.6% | +4.5% | +4.5% |
| 1Y | +10.8% | -2.7% | +13.5% | +11.2% |
| 3Y | +104.8% | +6.3% | +98.5% | +97.1% |
| 5Y | +27.0% | -19.3% | +46.4% | +32.2% |
| All | +27.0% | -18.0% | +45.0% | +32.2% |
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