+2,366.0%
MTZ vs UDR
+2,926.3%
-560.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | -8.7% | +2.0% | -10.7% | -9.7% |
| 30D | -15.0% | +7.9% | -22.9% | -17.9% |
| 3M | -32.6% | -1.5% | -31.1% | -32.6% |
| 6M | -56.3% | +0.9% | -57.2% | -57.1% |
| YTD | -16.8% | +4.0% | -20.8% | -19.7% |
| 1Y | -10.0% | +10.4% | -20.4% | -15.3% |
| 3Y | +267.1% | +26.9% | +240.2% | +224.6% |
| 5Y | +89.9% | -19.4% | +109.2% | +98.9% |
| 10Y | +442.2% | +57.0% | +385.2% | +331.7% |
| All | +2,366.0% | +2,926.3% | -560.3% | +751.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling