+674.0%
MRNA vs UDR
+9.7%
+664.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.1% | +5.4% | +5.4% |
| 7D | -1.1% | -3.5% | +2.4% | -0.2% |
| 30D | +126.1% | -5.3% | +131.4% | +129.6% |
| 3M | +190.0% | -9.5% | +199.6% | +197.1% |
| 6M | +157.2% | -0.7% | +157.9% | +157.8% |
| YTD | +388.2% | -1.2% | +389.4% | +389.7% |
| 1Y | +467.0% | -5.7% | +472.8% | +474.3% |
| 3Y | +36.1% | +3.7% | +32.3% | +34.5% |
| 5Y | -68.0% | -18.9% | -49.0% | -67.5% |
| All | +674.0% | +9.7% | +664.4% | +613.3% |
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