+1,402.1%
MOH vs UDR
+479.8%
+922.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.4% |
| 7D | -1.3% | -3.4% | +2.1% | -0.1% |
| 30D | +3.0% | -5.4% | +8.4% | +5.0% |
| 3M | +1.2% | -10.0% | +11.2% | +5.0% |
| 6M | +41.7% | -2.5% | +44.3% | +42.8% |
| YTD | +15.4% | -1.1% | +16.5% | +15.2% |
| 1Y | +11.8% | -3.9% | +15.7% | +12.7% |
| 3Y | -37.5% | +3.4% | -40.9% | -39.6% |
| 5Y | -20.6% | -18.9% | -1.8% | -17.3% |
| 10Y | +255.8% | +46.8% | +209.0% | +193.3% |
| All | +1,402.1% | +479.8% | +922.3% | +689.2% |
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 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