+3,101.0%
MPC vs UDR
+161.5%
+2,939.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.4% | -2.0% | +7.4% | +6.7% |
| 30D | +31.0% | -5.2% | +36.2% | +34.9% |
| 3M | +46.0% | -5.8% | +51.8% | +50.3% |
| 6M | +77.3% | -1.7% | +79.0% | +76.8% |
| YTD | +141.9% | +2.4% | +139.5% | +135.0% |
| 1Y | +120.9% | -2.1% | +123.0% | +119.5% |
| 3Y | +182.7% | +4.2% | +178.5% | +162.9% |
| 5Y | +646.4% | -20.0% | +666.4% | +696.1% |
| 10Y | +1,138.7% | +44.6% | +1,094.1% | +786.4% |
| All | +3,101.0% | +161.5% | +2,939.5% | +1,376.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling