+303.5%
MXL vs UDR
-1.4%
+304.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.5% | +5.5% |
| 7D | +1.6% | -2.0% | +3.6% | +1.5% |
| 30D | -7.0% | -5.2% | -1.8% | -7.4% |
| 3M | -33.4% | -5.8% | -27.6% | -34.6% |
| 6M | +260.2% | -1.7% | +261.9% | +245.1% |
| YTD | +260.0% | +2.4% | +257.6% | +237.8% |
| 1Y | +303.5% | -2.1% | +305.6% | +283.7% |
| All | +303.5% | -1.4% | +304.9% | +283.7% |
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 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