+1,319.3%
MU vs UDR
-18.0%
+1,337.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +7.2% | -2.1% | +9.2% | +7.8% |
| 30D | +14.0% | -5.6% | +19.6% | +15.9% |
| 3M | +5.4% | -5.8% | +11.2% | +6.3% |
| 6M | +170.3% | -1.1% | +171.4% | +166.0% |
| YTD | +250.7% | +1.6% | +249.1% | +240.1% |
| 1Y | +662.1% | -2.7% | +664.8% | +651.2% |
| 3Y | +1,341.2% | +6.3% | +1,334.9% | +1,253.8% |
| 5Y | +1,319.3% | -19.3% | +1,338.7% | +1,493.9% |
| All | +1,319.3% | -18.0% | +1,337.3% | +1,493.9% |
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 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