+123.2%
MPC vs UDR
-2.7%
+125.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.3% |
| 7D | +3.9% | -2.1% | +5.9% | +3.8% |
| 30D | +33.8% | -5.6% | +39.4% | +33.7% |
| 3M | +49.9% | -5.8% | +55.6% | +49.3% |
| 6M | +80.9% | -1.1% | +82.1% | +81.4% |
| YTD | +147.4% | +1.6% | +145.8% | +151.0% |
| 1Y | +123.2% | -2.7% | +125.9% | +131.9% |
| All | +123.2% | -2.7% | +125.9% | +131.9% |
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