+4,407.5%
MU vs UDR
+54.6%
+4,352.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -2.8% |
| 7D | +12.8% | -0.4% | +13.2% | +12.9% |
| 30D | -14.9% | +7.8% | -22.6% | -17.6% |
| 3M | -18.0% | -2.8% | -15.3% | -17.6% |
| 6M | -3.1% | -1.4% | -1.7% | -4.5% |
| YTD | +172.9% | +3.4% | +169.5% | +162.0% |
| 1Y | +228.8% | +9.9% | +219.0% | +206.9% |
| 3Y | +950.8% | +28.5% | +922.3% | +799.2% |
| 5Y | +931.3% | -20.5% | +951.8% | +988.1% |
| All | +4,407.5% | +54.6% | +4,352.9% | +3,779.0% |
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