+104.2%
MTB vs UDR
-20.2%
+124.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | 0.0% | -3.5% | +3.5% | +1.8% |
| 30D | -4.8% | -5.3% | +0.5% | -2.1% |
| 3M | +6.0% | -9.5% | +15.5% | +11.4% |
| 6M | +19.6% | -0.7% | +20.3% | +19.3% |
| YTD | +21.5% | -1.2% | +22.7% | +21.2% |
| 1Y | +24.7% | -5.7% | +30.5% | +27.5% |
| 3Y | +108.6% | +3.7% | +104.8% | +99.0% |
| All | +104.2% | -20.2% | +124.4% | +126.6% |
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