+74.1%
MUB vs UDR
+254.0%
-179.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.4% |
| 7D | -1.3% | -0.4% | -0.9% | -1.3% |
| 30D | +2.2% | +7.8% | -5.6% | +2.0% |
| 3M | -1.6% | -2.8% | +1.2% | -1.6% |
| 6M | -1.3% | -1.4% | +0.2% | -1.3% |
| YTD | -0.7% | +3.4% | -4.1% | -0.8% |
| 1Y | -0.2% | +9.9% | -10.1% | -0.4% |
| 3Y | +9.6% | +28.5% | -18.9% | +9.0% |
| 5Y | +2.6% | -20.5% | +23.0% | +2.7% |
| 10Y | +21.5% | +54.2% | -32.8% | +20.4% |
| All | +74.1% | +254.0% | -179.9% | +74.2% |
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