+2,444.0%
MULL vs UDR
-12.6%
+2,456.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | +14.0% | -2.1% | +16.1% | +14.5% |
| 30D | +24.8% | -5.6% | +30.4% | +26.2% |
| 3M | -16.1% | -5.8% | -10.3% | -17.3% |
| 6M | +330.9% | -1.1% | +332.0% | +303.3% |
| YTD | +545.0% | +1.6% | +543.4% | +479.0% |
| 1Y | +2,427.1% | -2.7% | +2,429.8% | +2,285.3% |
| All | +2,444.0% | -12.6% | +2,456.5% | +2,916.8% |
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 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