+1.5%
MUB vs UDR
-20.7%
+22.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.4% |
| 7D | -0.7% | -3.3% | +2.5% | -0.5% |
| 30D | -2.0% | -5.6% | +3.7% | -1.7% |
| 3M | -2.5% | -9.4% | +6.9% | -2.1% |
| 6M | -2.3% | -3.0% | +0.6% | -2.2% |
| YTD | -1.3% | -0.4% | -0.9% | -1.4% |
| 1Y | +1.1% | -5.1% | +6.3% | +1.3% |
| 3Y | +8.2% | +4.2% | +4.0% | +7.5% |
| 5Y | +1.5% | -19.5% | +21.0% | +1.0% |
| All | +1.5% | -20.7% | +22.2% | +1.0% |
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