+1,650.0%
MPWR vs UDR
+42.1%
+1,607.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -0.6% | -2.1% | +1.5% | +0.4% |
| 30D | -13.1% | -5.6% | -7.4% | -10.7% |
| 3M | -21.7% | -5.8% | -16.0% | -20.3% |
| 6M | +19.5% | -1.1% | +20.6% | +18.3% |
| YTD | +34.9% | +1.6% | +33.3% | +31.2% |
| 1Y | +42.0% | -2.7% | +44.6% | +40.7% |
| 3Y | +148.8% | +6.3% | +142.5% | +134.4% |
| 5Y | +156.8% | -19.3% | +176.1% | +175.2% |
| 10Y | +1,650.0% | +46.0% | +1,604.0% | +1,364.7% |
| All | +1,650.0% | +42.1% | +1,607.9% | +1,364.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling