+117.2%
MPC vs UDR
+14.9%
+102.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.6% | -11.7% | -7.7% |
| 7D | -10.9% | +7.2% | -18.1% | -10.3% |
| 30D | -9.4% | +10.5% | -19.9% | -8.8% |
| 3M | +26.0% | -2.3% | +28.2% | +26.9% |
| 6M | +56.5% | +4.0% | +52.5% | +56.2% |
| YTD | +144.3% | +5.6% | +138.6% | +150.4% |
| 1Y | +117.2% | +13.0% | +104.2% | +120.5% |
| All | +117.2% | +14.9% | +102.3% | +120.5% |
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