+346.0%
MNST vs UDR
+53.3%
+292.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.8% |
| 7D | -4.7% | -2.4% | -2.3% | -3.9% |
| 30D | +5.2% | +6.7% | -1.5% | +2.9% |
| 3M | -0.9% | -1.8% | +0.9% | -0.3% |
| 6M | +6.1% | -1.8% | +7.9% | +6.6% |
| YTD | +18.9% | +2.5% | +16.4% | +17.2% |
| 1Y | +29.3% | +7.9% | +21.4% | +25.1% |
| 3Y | +64.9% | +25.1% | +39.8% | +49.2% |
| 5Y | +98.0% | -21.2% | +119.2% | +110.0% |
| All | +346.0% | +53.3% | +292.7% | +273.1% |
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 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