+1,371.2%
MU vs UDR
+6.2%
+1,365.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +9.0% | -2.0% | +11.0% | +9.2% |
| 30D | +13.8% | -5.2% | +19.0% | +14.5% |
| 3M | +2.1% | -5.8% | +7.9% | +2.1% |
| 6M | +153.8% | -1.7% | +155.5% | +150.4% |
| YTD | +256.4% | +2.4% | +254.0% | +246.0% |
| 1Y | +719.8% | -2.1% | +721.9% | +709.0% |
| All | +1,371.2% | +6.2% | +1,365.0% | +1,332.9% |
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 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