+3,270.6%
MRSH vs UDR
+2,776.7%
+493.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -5.9% | -3.4% | -2.5% | -4.9% |
| 30D | -7.3% | -5.4% | -1.9% | -5.6% |
| 3M | +6.7% | -10.0% | +16.6% | +10.3% |
| 6M | +3.0% | -2.5% | +5.5% | +3.5% |
| YTD | -2.9% | -1.1% | -1.8% | -3.0% |
| 1Y | -9.0% | -3.9% | -5.1% | -8.3% |
| 3Y | -4.3% | +3.4% | -7.8% | -6.9% |
| 5Y | +19.4% | -18.9% | +38.3% | +24.8% |
| 10Y | +218.1% | +46.8% | +171.3% | +168.5% |
| All | +3,270.6% | +2,776.7% | +493.9% | +1,341.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling