+121.1%
MOD vs UDR
+28.1%
+93.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -17.8% | +2.0% | -19.9% | -18.4% |
| 30D | -43.2% | +7.9% | -51.1% | -44.6% |
| 3M | -46.0% | -1.5% | -44.6% | -45.9% |
| 6M | -62.2% | +0.9% | -63.1% | -63.1% |
| YTD | -22.8% | +4.0% | -26.8% | -26.0% |
| 1Y | -35.5% | +10.4% | -45.8% | -40.0% |
| All | +121.1% | +28.1% | +93.0% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling