-32.6%
MOD vs UDR
+14.9%
-47.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.6% | -25.0% | -19.9% |
| 7D | -31.3% | +7.2% | -38.6% | -29.3% |
| 30D | -46.1% | +10.5% | -56.6% | -44.3% |
| 3M | -51.1% | -2.3% | -48.9% | -50.5% |
| 6M | -62.1% | +4.0% | -66.0% | -62.8% |
| YTD | -26.2% | +5.6% | -31.8% | -27.6% |
| 1Y | -32.6% | +13.0% | -45.6% | -40.3% |
| All | -32.6% | +14.9% | -47.5% | -40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling