+102.7%
MO vs UDR
-20.2%
+122.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +0.1% | -3.5% | +3.6% | +1.0% |
| 30D | +7.1% | -5.3% | +12.5% | +8.6% |
| 3M | -2.0% | -9.5% | +7.6% | +0.6% |
| 6M | +7.3% | -0.7% | +8.0% | +7.8% |
| YTD | +23.5% | -1.2% | +24.6% | +23.9% |
| 1Y | +11.0% | -5.7% | +16.7% | +12.5% |
| 3Y | +95.0% | +3.7% | +91.3% | +91.8% |
| All | +102.7% | -20.2% | +122.9% | +102.5% |
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