+1,761.4%
MULL vs UDR
-3.7%
+1,765.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.6% | -10.3% |
| 7D | +3.6% | -3.4% | +7.0% | -0.7% |
| 30D | +22.0% | -5.4% | +27.4% | +13.9% |
| 3M | -8.6% | -10.0% | +1.3% | -17.8% |
| 6M | +248.5% | -2.5% | +251.1% | +224.8% |
| YTD | +516.3% | -1.1% | +517.4% | +485.2% |
| All | +1,761.4% | -3.7% | +1,765.1% | +1,622.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling