-34.6%
MP vs UDR
+14.9%
-49.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.6% | -8.7% | -4.0% |
| 7D | -12.5% | +7.2% | -19.8% | -10.8% |
| 30D | -23.3% | +10.5% | -33.8% | -21.2% |
| 3M | -24.4% | -2.3% | -22.1% | -25.4% |
| 6M | -45.8% | +4.0% | -49.7% | -47.5% |
| YTD | -28.9% | +5.6% | -34.5% | -29.6% |
| 1Y | -34.6% | +13.0% | -47.6% | -41.5% |
| All | -34.6% | +14.9% | -49.5% | -41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling