+601.0%
MPC vs UDR
-20.8%
+621.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.2% |
| 7D | +11.2% | -0.4% | +11.6% | +11.3% |
| 30D | -14.5% | +7.8% | -22.2% | -16.4% |
| 3M | +16.7% | -2.8% | +19.4% | +17.3% |
| 6M | +67.6% | -1.4% | +69.0% | +67.3% |
| YTD | +157.9% | +3.4% | +154.5% | +153.3% |
| 1Y | +116.7% | +9.9% | +106.8% | +108.6% |
| 3Y | +199.8% | +28.5% | +171.3% | +175.5% |
| All | +601.0% | -20.8% | +621.8% | +650.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling