+297.0%
MXL vs UDR
+14.9%
+282.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.6% | -14.7% | -9.1% |
| 7D | -24.3% | +7.2% | -31.6% | -21.3% |
| 30D | -46.1% | +10.5% | -56.6% | -43.2% |
| 3M | -21.8% | -2.3% | -19.6% | -19.8% |
| 6M | -27.2% | +4.0% | -31.2% | -28.0% |
| YTD | +226.2% | +5.6% | +220.6% | +217.7% |
| 1Y | +297.0% | +13.0% | +284.0% | +280.9% |
| All | +297.0% | +14.9% | +282.1% | +280.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling