+886.3%
MOD vs UDR
+53.1%
+833.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -17.8% | +2.0% | -19.9% | -19.2% |
| 30D | -43.2% | +7.9% | -51.1% | -46.1% |
| 3M | -46.0% | -1.5% | -44.6% | -46.2% |
| 6M | -62.2% | +0.9% | -63.1% | -63.4% |
| YTD | -22.8% | +4.0% | -26.8% | -27.0% |
| 1Y | -35.5% | +10.4% | -45.8% | -41.1% |
| 3Y | +128.2% | +26.9% | +101.3% | +87.5% |
| 5Y | +791.6% | -19.4% | +811.0% | +849.8% |
| 10Y | +886.3% | +57.0% | +829.3% | +778.2% |
| All | +886.3% | +53.1% | +833.2% | +778.2% |
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