+14,700.0%
MO vs UDR
+2,856.2%
+11,843.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -2.0% | -2.1% | 0.0% | -1.6% |
| 30D | -0.3% | -5.6% | +5.4% | +0.9% |
| 3M | -2.9% | -5.8% | +2.8% | -1.8% |
| 6M | +5.8% | -1.1% | +6.9% | +6.0% |
| YTD | +22.0% | +1.6% | +20.4% | +21.5% |
| 1Y | +10.7% | -2.7% | +13.3% | +11.1% |
| 3Y | +94.4% | +6.3% | +88.1% | +90.6% |
| 5Y | +97.2% | -19.3% | +116.5% | +101.7% |
| 10Y | +103.0% | +46.0% | +57.0% | +85.2% |
| All | +14,700.0% | +2,856.2% | +11,843.9% | +8,332.6% |
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