-22.3%
MOH vs UDR
-20.2%
-2.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | +1.7% | -3.5% | +5.2% | +2.9% |
| 30D | -0.9% | -5.3% | +4.4% | +0.8% |
| 3M | +5.7% | -9.5% | +15.2% | +9.1% |
| 6M | +39.1% | -0.7% | +39.8% | +39.4% |
| YTD | +17.7% | -1.2% | +18.9% | +17.4% |
| 1Y | +8.4% | -5.7% | +14.1% | +9.8% |
| 3Y | -36.6% | +3.7% | -40.3% | -38.4% |
| All | -22.3% | -20.2% | -2.2% | -13.2% |
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 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