+248.4%
MNST vs UDR
+44.7%
+203.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | 0.0% |
| 7D | -3.6% | -3.3% | -0.3% | -2.4% |
| 30D | -6.3% | -5.6% | -0.6% | -4.4% |
| 3M | -5.0% | -9.4% | +4.5% | -1.7% |
| 6M | +13.1% | -3.0% | +16.1% | +14.0% |
| YTD | +11.8% | -0.4% | +12.1% | +11.3% |
| 1Y | +35.2% | -5.1% | +40.4% | +36.9% |
| 3Y | +52.0% | +4.2% | +47.8% | +46.8% |
| 5Y | +77.9% | -19.5% | +97.4% | +87.0% |
| 10Y | +248.4% | +47.9% | +200.5% | +190.7% |
| All | +248.4% | +44.7% | +203.7% | +190.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling