+155.6%
MPWR vs UDR
-20.7%
+176.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.1% |
| 7D | -1.3% | -3.3% | +2.0% | +0.6% |
| 30D | -12.8% | -5.6% | -7.2% | -10.1% |
| 3M | -21.3% | -9.4% | -11.9% | -17.8% |
| 6M | +13.7% | -3.0% | +16.7% | +13.2% |
| YTD | +33.3% | -0.4% | +33.7% | +29.7% |
| 1Y | +41.3% | -5.1% | +46.4% | +41.5% |
| 3Y | +145.8% | +4.2% | +141.6% | +127.2% |
| 5Y | +155.6% | -19.5% | +175.2% | +193.7% |
| All | +155.6% | -20.7% | +176.3% | +193.7% |
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 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