+839.8%
MOD vs UDR
+56.7%
+783.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.8% | +3.6% |
| 7D | +8.2% | -1.8% | +10.0% | +9.3% |
| 30D | -38.2% | +7.9% | -46.1% | -41.3% |
| 3M | -46.2% | -0.8% | -45.4% | -46.6% |
| 6M | -62.5% | 0.0% | -62.5% | -63.5% |
| YTD | -20.1% | +3.7% | -23.8% | -24.3% |
| 1Y | -29.7% | +8.5% | -38.2% | -35.2% |
| 3Y | +136.2% | +26.6% | +109.6% | +94.4% |
| 5Y | +820.4% | -20.2% | +840.6% | +886.5% |
| 10Y | +839.8% | +54.7% | +785.1% | +751.2% |
| All | +839.8% | +56.7% | +783.1% | +751.2% |
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