-44.8%
MP vs UDR
+11.0%
-55.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +4.5% |
| 7D | -10.5% | +3.0% | -13.5% | -9.4% |
| 30D | -23.5% | +10.3% | -33.8% | -20.6% |
| 3M | -25.4% | -2.9% | -22.5% | -26.9% |
| 6M | -51.3% | +0.3% | -51.6% | -52.6% |
| YTD | -29.9% | +3.8% | -33.7% | -29.3% |
| All | -44.8% | +11.0% | -55.9% | -44.4% |
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