+39.3%
MTZ vs UDR
-2.7%
+42.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.7% | +4.5% | +3.5% |
| 7D | +3.6% | -2.1% | +5.6% | +2.8% |
| 30D | -9.6% | -5.6% | -4.0% | -11.5% |
| 3M | -31.9% | -5.8% | -26.2% | -33.8% |
| 6M | -13.8% | -1.1% | -12.7% | -16.4% |
| YTD | +13.3% | +1.6% | +11.6% | +11.4% |
| 1Y | +39.3% | -2.7% | +41.9% | +33.2% |
| All | +39.3% | -2.7% | +42.0% | +33.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling