+278.0%
MRVL vs UDR
-20.3%
+298.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.0% |
| 7D | +8.7% | -3.4% | +12.1% | +10.7% |
| 30D | +6.9% | -5.4% | +12.3% | +10.1% |
| 3M | -10.1% | -10.0% | -0.2% | -6.1% |
| 6M | +143.4% | -2.5% | +146.0% | +140.9% |
| YTD | +167.5% | -1.1% | +168.6% | +160.4% |
| 1Y | +239.0% | -3.9% | +242.9% | +234.1% |
| 3Y | +311.0% | +3.4% | +307.5% | +272.5% |
| 5Y | +278.0% | -18.9% | +296.9% | +331.2% |
| All | +278.0% | -20.3% | +298.2% | +331.2% |
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