+2,968.0%
MPC vs UDR
+165.2%
+2,802.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.5% |
| 7D | -16.2% | +3.0% | -19.2% | -17.8% |
| 30D | -15.7% | +10.3% | -26.0% | -20.8% |
| 3M | +24.9% | -2.9% | +27.8% | +26.1% |
| 6M | +52.7% | +0.3% | +52.3% | +50.3% |
| YTD | +131.9% | +3.8% | +128.1% | +122.1% |
| 1Y | +96.6% | +12.7% | +83.9% | +78.8% |
| 3Y | +163.8% | +27.6% | +136.2% | +115.4% |
| 5Y | +533.1% | -18.6% | +551.7% | +566.0% |
| 10Y | +1,118.6% | +52.4% | +1,066.2% | +741.4% |
| All | +2,968.0% | +165.2% | +2,802.8% | +1,295.4% |
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