+2,396.1%
MUU vs UDR
-13.2%
+2,409.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -8.2% | -3.5% | -4.8% | -7.5% |
| 30D | +10.2% | -5.3% | +15.5% | +11.4% |
| 3M | -26.5% | -9.5% | -17.0% | -26.4% |
| 6M | +227.2% | -0.7% | +227.9% | +200.3% |
| YTD | +527.4% | -1.2% | +528.6% | +468.3% |
| 1Y | +1,843.7% | -5.7% | +1,849.4% | +1,756.7% |
| All | +2,396.1% | -13.2% | +2,409.3% | +2,706.4% |
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