+321.2%
MOD vs UDR
+4.2%
+316.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +9.6% | -2.0% | +11.6% | +10.4% |
| 30D | 0.0% | -5.2% | +5.2% | +1.9% |
| 3M | -35.4% | -5.8% | -29.6% | -34.7% |
| 6M | -7.3% | -1.7% | -5.6% | -8.4% |
| YTD | +45.8% | +2.4% | +43.4% | +40.5% |
| 1Y | +43.1% | -2.1% | +45.3% | +40.8% |
| All | +321.2% | +4.2% | +316.9% | +306.5% |
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