+966.8%
MOD vs UDR
+54.2%
+912.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.4% | +9.5% | +9.7% |
| 7D | -13.9% | +2.2% | -16.2% | -15.4% |
| 30D | -41.5% | +8.0% | -49.6% | -44.5% |
| 3M | -45.7% | -3.3% | -42.5% | -45.4% |
| 6M | -61.1% | +1.0% | -62.2% | -62.4% |
| YTD | -20.5% | +4.2% | -24.7% | -24.8% |
| 1Y | -32.1% | +10.8% | -43.0% | -38.2% |
| 3Y | +146.5% | +30.1% | +116.3% | +99.7% |
| 5Y | +812.7% | -18.9% | +831.6% | +868.7% |
| 10Y | +966.8% | +53.4% | +913.4% | +855.2% |
| All | +966.8% | +54.2% | +912.7% | +855.2% |
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