+772.7%
MTZ vs UDR
+47.6%
+725.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +4.2% |
| 7D | +3.6% | -2.1% | +5.6% | +4.6% |
| 30D | -9.6% | -5.6% | -4.0% | -7.2% |
| 3M | -31.9% | -5.8% | -26.2% | -30.6% |
| 6M | -13.8% | -1.1% | -12.7% | -14.6% |
| YTD | +13.3% | +1.6% | +11.6% | +10.1% |
| 1Y | +39.3% | -2.7% | +41.9% | +37.8% |
| 3Y | +168.3% | +6.3% | +162.0% | +150.9% |
| 5Y | +166.4% | -19.3% | +185.7% | +180.8% |
| All | +772.7% | +47.6% | +725.1% | +654.3% |
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