+272.3%
MTZ vs UDR
+27.3%
+244.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.5% |
| 7D | +5.0% | -0.4% | +5.4% | +5.1% |
| 30D | -6.0% | +7.8% | -13.8% | -8.3% |
| 3M | -36.1% | -2.8% | -33.3% | -35.7% |
| 6M | -56.9% | -1.4% | -55.4% | -57.4% |
| YTD | -15.9% | +3.4% | -19.3% | -19.3% |
| 1Y | -3.8% | +9.9% | -13.7% | -10.8% |
| 3Y | +272.3% | +28.5% | +243.8% | +204.8% |
| All | +272.3% | +27.3% | +244.9% | +204.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling