+1,106.2%
MPC vs UDR
+54.2%
+1,052.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.4% |
| 7D | -9.4% | +2.2% | -11.6% | -10.7% |
| 30D | -14.3% | +8.0% | -22.4% | -18.5% |
| 3M | +31.1% | -3.3% | +34.4% | +32.6% |
| 6M | +60.3% | +1.0% | +59.2% | +57.2% |
| YTD | +142.5% | +4.2% | +138.4% | +131.8% |
| 1Y | +104.6% | +10.8% | +93.7% | +88.0% |
| 3Y | +191.7% | +30.1% | +161.6% | +134.0% |
| 5Y | +549.2% | -18.9% | +568.1% | +591.7% |
| 10Y | +1,106.2% | +53.4% | +1,052.8% | +831.6% |
| All | +1,106.2% | +54.2% | +1,052.1% | +831.6% |
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 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