+8,261.0%
MTB vs UDR
+2,856.1%
+5,404.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.2% |
| 7D | +2.8% | -2.1% | +4.8% | +3.7% |
| 30D | -4.2% | -5.6% | +1.4% | -1.7% |
| 3M | +7.8% | -5.8% | +13.6% | +10.6% |
| 6M | +14.8% | -1.1% | +15.9% | +14.9% |
| YTD | +20.8% | +1.6% | +19.2% | +19.2% |
| 1Y | +23.1% | -2.7% | +25.8% | +23.7% |
| 3Y | +114.8% | +6.3% | +108.5% | +106.0% |
| 5Y | +103.3% | -19.3% | +122.6% | +118.6% |
| 10Y | +173.0% | +46.0% | +127.0% | +124.4% |
| All | +8,261.0% | +2,856.1% | +5,404.8% | +3,494.6% |
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 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