+46.1%
MRK vs UDR
+3.4%
+42.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -5.0% | -3.4% | -1.6% | -3.9% |
| 30D | +11.0% | -5.4% | +16.4% | +13.0% |
| 3M | +22.4% | -10.0% | +32.4% | +26.6% |
| 6M | +25.4% | -2.5% | +27.9% | +26.5% |
| YTD | +39.5% | -1.1% | +40.6% | +39.7% |
| 1Y | +78.0% | -3.9% | +81.9% | +79.6% |
| All | +46.1% | +3.4% | +42.8% | +50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling