-67.4%
MRNA vs UDR
-20.1%
-47.3%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +1.2% |
| 7D | -8.2% | -3.4% | -4.8% | -6.4% |
| 30D | +125.6% | -5.4% | +131.0% | +133.4% |
| 3M | +197.1% | -10.0% | +207.0% | +213.9% |
| 6M | +148.5% | -2.5% | +151.0% | +151.4% |
| YTD | +363.3% | -1.1% | +364.4% | +364.4% |
| 1Y | +462.0% | -3.9% | +465.9% | +471.2% |
| 3Y | +26.9% | +3.4% | +23.5% | +20.2% |
| All | -67.4% | -20.1% | -47.3% | -64.7% |
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