+6,169.9%
MU vs UDR
+44.7%
+6,125.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.7% | +3.5% |
| 7D | +7.5% | -3.3% | +10.8% | +8.9% |
| 30D | +19.4% | -5.6% | +25.0% | +22.0% |
| 3M | +9.8% | -9.4% | +19.2% | +13.1% |
| 6M | +164.1% | -3.0% | +167.1% | +162.4% |
| YTD | +260.3% | -0.4% | +260.7% | +252.7% |
| 1Y | +661.2% | -5.1% | +666.3% | +658.6% |
| 3Y | +1,380.8% | +4.2% | +1,376.6% | +1,296.9% |
| 5Y | +1,346.4% | -19.5% | +1,365.9% | +1,418.1% |
| 10Y | +6,169.9% | +47.9% | +6,122.0% | +5,323.8% |
| All | +6,169.9% | +44.7% | +6,125.3% | +5,323.8% |
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 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