+4,609.2%
MU vs UDR
+56.7%
+4,552.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.3% | +12.2% | +12.0% |
| 7D | +2.0% | -1.8% | +3.8% | +2.7% |
| 30D | -18.0% | +7.9% | -25.9% | -20.6% |
| 3M | -6.6% | -0.8% | -5.8% | -6.8% |
| 6M | +2.0% | 0.0% | +2.1% | 0.0% |
| YTD | +184.5% | +3.7% | +180.7% | +172.8% |
| 1Y | +236.9% | +8.5% | +228.3% | +216.3% |
| 3Y | +987.0% | +26.6% | +960.4% | +837.2% |
| 5Y | +1,014.6% | -20.2% | +1,034.8% | +1,074.3% |
| 10Y | +4,609.2% | +54.7% | +4,554.5% | +3,953.9% |
| All | +4,609.2% | +56.7% | +4,552.5% | +3,953.9% |
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