+106,206.6%
MU vs UDR
+2,878.3%
+103,328.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +9.0% | -2.0% | +11.0% | +9.9% |
| 30D | +13.8% | -5.2% | +19.0% | +16.4% |
| 3M | +2.1% | -5.8% | +7.9% | +3.6% |
| 6M | +153.8% | -1.7% | +155.5% | +151.4% |
| YTD | +256.4% | +2.4% | +254.0% | +245.5% |
| 1Y | +719.8% | -2.1% | +721.9% | +707.4% |
| 3Y | +1,360.4% | +4.2% | +1,356.2% | +1,278.9% |
| 5Y | +1,312.4% | -20.0% | +1,332.4% | +1,384.5% |
| 10Y | +6,142.6% | +44.6% | +6,097.9% | +4,710.9% |
| All | +106,206.6% | +2,878.3% | +103,328.4% | +29,694.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling