+492.6%
MTZ vs UDR
+54.2%
+438.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.4% | +8.2% | +8.4% |
| 7D | -2.4% | +2.2% | -4.7% | -3.8% |
| 30D | -11.1% | +8.0% | -19.1% | -14.9% |
| 3M | -30.6% | -3.3% | -27.4% | -30.0% |
| 6M | -54.4% | +1.0% | -55.4% | -55.5% |
| YTD | -13.0% | +4.2% | -17.2% | -17.0% |
| 1Y | -5.7% | +10.8% | -16.5% | -13.1% |
| 3Y | +297.2% | +30.1% | +267.0% | +231.0% |
| 5Y | +95.9% | -18.9% | +114.8% | +105.2% |
| 10Y | +492.6% | +53.4% | +439.2% | +420.2% |
| All | +492.6% | +54.2% | +438.5% | +420.2% |
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 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