+1,530.3%
MOD vs UDR
-19.6%
+1,549.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +9.6% | -2.0% | +11.6% | +10.5% |
| 30D | 0.0% | -5.2% | +5.2% | +2.2% |
| 3M | -35.4% | -5.8% | -29.6% | -34.5% |
| 6M | -7.3% | -1.7% | -5.6% | -8.1% |
| YTD | +45.8% | +2.4% | +43.4% | +41.2% |
| 1Y | +43.1% | -2.1% | +45.3% | +41.3% |
| 3Y | +297.7% | +4.2% | +293.5% | +276.3% |
| All | +1,530.3% | -19.6% | +1,549.9% | +1,655.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling