+2,423.9%
MUU vs UDR
-13.1%
+2,437.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.7% | -8.6% | -9.2% |
| 7D | +3.6% | -3.4% | +6.9% | +4.3% |
| 30D | +22.3% | -5.4% | +27.8% | +23.7% |
| 3M | -8.2% | -10.0% | +1.8% | -7.8% |
| 6M | +256.3% | -2.5% | +258.9% | +232.3% |
| YTD | +534.4% | -1.1% | +535.5% | +474.6% |
| 1Y | +2,163.5% | -3.9% | +2,167.4% | +2,012.3% |
| All | +2,423.9% | -13.1% | +2,437.0% | +2,737.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling