+58.1%
MP vs UDR
-19.6%
+77.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.9% | -2.0% | -0.9% | -1.8% |
| 30D | +13.8% | -5.2% | +19.0% | +17.0% |
| 3M | -16.7% | -5.8% | -10.9% | -15.2% |
| 6M | -11.5% | -1.7% | -9.8% | -12.8% |
| YTD | +7.9% | +2.4% | +5.6% | +3.2% |
| 1Y | -15.0% | -2.1% | -12.9% | -16.6% |
| 3Y | +153.5% | +4.2% | +149.3% | +130.9% |
| All | +58.1% | -19.6% | +77.8% | +76.3% |
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 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