+1,847.4%
MRVL vs UDR
+47.3%
+1,800.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | +8.7% | -3.4% | +12.1% | +10.1% |
| 30D | +6.9% | -5.4% | +12.3% | +9.1% |
| 3M | -10.1% | -10.0% | -0.2% | -7.3% |
| 6M | +143.4% | -2.5% | +146.0% | +142.6% |
| YTD | +167.5% | -1.1% | +168.6% | +163.9% |
| 1Y | +239.0% | -3.9% | +242.9% | +237.0% |
| 3Y | +311.0% | +3.4% | +307.5% | +292.9% |
| 5Y | +278.0% | -18.9% | +296.9% | +296.5% |
| All | +1,847.4% | +47.3% | +1,800.1% | +1,708.0% |
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 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