+267.3%
MP vs UDR
+24.7%
+242.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | +2.3% | -1.8% | +4.1% | +3.2% |
| 30D | -15.3% | +7.9% | -23.2% | -18.6% |
| 3M | -33.5% | -0.8% | -32.7% | -33.5% |
| 6M | -45.5% | 0.0% | -45.5% | -46.6% |
| YTD | -27.3% | +3.7% | -31.0% | -30.6% |
| 1Y | -40.7% | +8.5% | -49.2% | -45.0% |
| 3Y | +145.9% | +26.6% | +119.3% | +106.6% |
| 5Y | -13.9% | -20.2% | +6.3% | -10.9% |
| All | +267.3% | +24.7% | +242.6% | +223.3% |
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 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