+2,538.2%
MUU vs UDR
-10.7%
+2,549.0%
-75.1%
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% | -2.8% |
| 7D | +13.9% | -2.1% | +16.0% | +14.4% |
| 30D | +24.8% | -5.6% | +30.4% | +26.3% |
| 3M | -15.7% | -5.8% | -10.0% | -16.9% |
| 6M | +338.9% | -1.1% | +340.0% | +311.3% |
| YTD | +563.2% | +1.6% | +561.5% | +497.1% |
| 1Y | +2,577.5% | -2.7% | +2,580.2% | +2,427.5% |
| All | +2,538.2% | -10.7% | +2,549.0% | +2,848.7% |
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