+125.2%
MPWR vs UDR
-18.0%
+143.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.4% | +5.8% |
| 7D | -1.7% | +3.0% | -4.7% | -3.4% |
| 30D | -16.5% | +10.3% | -26.8% | -21.2% |
| 3M | -12.3% | -2.9% | -9.4% | -11.3% |
| 6M | -27.7% | +0.3% | -28.1% | -29.4% |
| YTD | +32.0% | +3.8% | +28.2% | +25.0% |
| 1Y | +25.1% | +12.7% | +12.3% | +11.7% |
| 3Y | +146.5% | +27.6% | +118.9% | +97.1% |
| All | +125.2% | -18.0% | +143.2% | +152.9% |
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