+261.9%
MOH vs UDR
+47.2%
+214.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | +1.7% | -3.5% | +5.2% | +3.2% |
| 30D | -0.9% | -5.3% | +4.4% | +1.3% |
| 3M | +5.7% | -9.5% | +15.2% | +10.0% |
| 6M | +39.1% | -0.7% | +39.8% | +39.3% |
| YTD | +17.7% | -1.2% | +18.9% | +17.4% |
| 1Y | +8.4% | -5.7% | +14.1% | +10.2% |
| 3Y | -36.6% | +3.7% | -40.3% | -39.3% |
| 5Y | -19.1% | -18.9% | -0.2% | -14.6% |
| All | +261.9% | +47.2% | +214.7% | +201.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling