+2,330.7%
MULL vs UDR
-14.9%
+2,345.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.6% | -9.2% |
| 7D | +3.6% | -3.4% | +7.0% | +4.3% |
| 30D | +22.0% | -5.4% | +27.4% | +23.3% |
| 3M | -8.6% | -10.0% | +1.3% | -8.4% |
| 6M | +248.5% | -2.5% | +251.1% | +224.3% |
| YTD | +516.3% | -1.1% | +517.4% | +456.2% |
| 1Y | +2,036.6% | -3.9% | +2,040.5% | +1,890.8% |
| All | +2,330.7% | -14.9% | +2,345.7% | +2,797.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling