+129.9%
MRK vs UDR
-20.2%
+150.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | -4.3% | -3.5% | -0.8% | -3.4% |
| 30D | +8.3% | -5.3% | +13.6% | +9.8% |
| 3M | +20.0% | -9.5% | +29.6% | +23.0% |
| 6M | +25.7% | -0.7% | +26.3% | +26.0% |
| YTD | +38.7% | -1.2% | +39.9% | +39.0% |
| 1Y | +74.7% | -5.7% | +80.4% | +76.7% |
| 3Y | +45.4% | +3.7% | +41.6% | +44.7% |
| All | +129.9% | -20.2% | +150.1% | +133.2% |
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