+180.6%
MPC vs UDR
+4.2%
+176.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.4% | -2.0% | +7.4% | +6.0% |
| 30D | +31.0% | -5.2% | +36.2% | +32.6% |
| 3M | +46.0% | -5.8% | +51.8% | +47.8% |
| 6M | +77.3% | -1.7% | +79.0% | +77.3% |
| YTD | +141.9% | +2.4% | +139.5% | +138.9% |
| 1Y | +120.9% | -2.1% | +123.0% | +121.5% |
| All | +180.6% | +4.2% | +176.4% | +175.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling