+54.7%
MNST vs UDR
+6.2%
+48.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -6.5% | -2.0% | -4.5% | -6.0% |
| 30D | -7.2% | -5.2% | -2.0% | -5.9% |
| 3M | -1.0% | -5.8% | +4.8% | +0.5% |
| 6M | +11.5% | -1.7% | +13.2% | +11.8% |
| YTD | +14.3% | +2.4% | +11.9% | +13.2% |
| 1Y | +38.1% | -2.1% | +40.2% | +38.2% |
| All | +54.7% | +6.2% | +48.5% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling