+847.8%
MU vs UDR
-18.0%
+865.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.4% |
| 7D | -22.0% | +3.0% | -25.0% | -22.7% |
| 30D | -36.6% | +10.3% | -46.8% | -38.5% |
| 3M | -21.7% | -2.9% | -18.8% | -21.2% |
| 6M | +3.5% | +0.3% | +3.2% | +1.5% |
| YTD | +141.9% | +3.8% | +138.1% | +132.4% |
| 1Y | +189.8% | +12.7% | +177.1% | +167.8% |
| 3Y | +855.4% | +27.6% | +827.8% | +717.7% |
| All | +847.8% | -18.0% | +865.8% | +949.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling