+3,172.5%
MMM vs UDR
+2,926.3%
+246.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +7.0% | +2.0% | +4.9% | +6.4% |
| 30D | +18.4% | +7.9% | +10.5% | +15.9% |
| 3M | +4.5% | -1.5% | +5.9% | +5.0% |
| 6M | +33.4% | +0.9% | +32.5% | +32.9% |
| YTD | +20.0% | +4.0% | +15.9% | +18.2% |
| 1Y | +15.0% | +10.4% | +4.7% | +11.4% |
| 3Y | +165.0% | +26.9% | +138.1% | +146.3% |
| 5Y | +47.9% | -19.4% | +67.3% | +54.6% |
| 10Y | +79.6% | +57.0% | +22.6% | +52.5% |
| All | +3,172.5% | +2,926.3% | +246.2% | +1,389.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling