+137.1%
MOD vs UDR
+25.4%
+111.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +5.9% |
| 7D | -25.5% | +3.0% | -28.5% | -26.2% |
| 30D | -49.0% | +10.3% | -59.3% | -50.6% |
| 3M | -49.8% | -2.9% | -46.9% | -49.5% |
| 6M | -64.8% | +0.3% | -65.1% | -65.5% |
| YTD | -27.6% | +3.8% | -31.4% | -30.5% |
| 1Y | -35.2% | +12.7% | -47.9% | -40.4% |
| 3Y | +137.1% | +27.6% | +109.6% | +104.2% |
| All | +137.1% | +25.4% | +111.8% | +104.2% |
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 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