+833.2%
MOD vs UDR
-21.2%
+854.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.1% |
| 7D | +16.1% | -2.4% | +18.5% | +17.1% |
| 30D | -38.5% | +6.7% | -45.2% | -40.5% |
| 3M | -46.8% | -1.8% | -45.1% | -46.8% |
| 6M | -61.6% | -1.8% | -59.8% | -62.2% |
| YTD | -20.5% | +2.5% | -23.0% | -23.6% |
| 1Y | -28.0% | +7.9% | -35.9% | -32.6% |
| 3Y | +134.9% | +25.1% | +109.9% | +100.9% |
| 5Y | +833.2% | -21.2% | +854.3% | +902.0% |
| All | +833.2% | -21.2% | +854.4% | +902.0% |
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