+404.4%
MTZ vs UDR
+53.3%
+351.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -1.6% |
| 7D | +16.5% | -2.4% | +18.8% | +17.8% |
| 30D | -10.2% | +6.7% | -16.9% | -13.5% |
| 3M | -34.2% | -1.8% | -32.4% | -34.1% |
| 6M | -56.0% | -1.8% | -54.2% | -56.4% |
| YTD | -14.8% | +2.5% | -17.4% | -18.1% |
| 1Y | -7.2% | +7.9% | -15.1% | -13.4% |
| 3Y | +275.8% | +25.1% | +250.7% | +219.6% |
| 5Y | +93.5% | -21.2% | +114.7% | +105.6% |
| All | +404.4% | +53.3% | +351.0% | +352.9% |
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