+1,638.7%
MOD vs UDR
+2,919.7%
-1,281.1%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.4% |
| 7D | -25.5% | +3.0% | -28.5% | -27.3% |
| 30D | -49.0% | +10.3% | -59.3% | -52.4% |
| 3M | -49.8% | -2.9% | -46.9% | -49.6% |
| 6M | -64.8% | +0.3% | -65.1% | -65.8% |
| YTD | -27.6% | +3.8% | -31.4% | -31.5% |
| 1Y | -35.2% | +12.7% | -47.9% | -41.7% |
| 3Y | +137.1% | +27.6% | +109.6% | +94.7% |
| 5Y | +760.3% | -18.6% | +778.9% | +804.6% |
| 10Y | +938.8% | +52.4% | +886.4% | +626.4% |
| All | +1,638.7% | +2,919.7% | -1,281.1% | +420.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling