+254.1%
MP vs UDR
+24.8%
+229.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.5% |
| 7D | -10.5% | +3.0% | -13.5% | -11.9% |
| 30D | -23.5% | +10.3% | -33.8% | -27.3% |
| 3M | -25.4% | -2.9% | -22.5% | -24.6% |
| 6M | -51.3% | +0.3% | -51.6% | -52.4% |
| YTD | -29.9% | +3.8% | -33.7% | -33.1% |
| 1Y | -31.8% | +12.7% | -44.6% | -38.1% |
| 3Y | +127.0% | +27.6% | +99.4% | +89.7% |
| 5Y | -3.3% | -18.6% | +15.3% | -0.5% |
| All | +254.1% | +24.8% | +229.3% | +211.6% |
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