+229.2%
MXL vs UDR
+3.3%
+225.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.6% | +7.6% |
| 7D | +18.9% | -3.5% | +22.3% | +21.0% |
| 30D | +0.3% | -5.3% | +5.6% | +3.1% |
| 3M | -8.0% | -9.5% | +1.5% | -4.5% |
| 6M | +341.2% | -0.7% | +341.9% | +326.0% |
| YTD | +327.8% | -1.2% | +329.0% | +312.6% |
| 1Y | +364.9% | -5.7% | +370.6% | +364.4% |
| 3Y | +229.2% | +3.7% | +225.5% | +186.3% |
| All | +229.2% | +3.3% | +225.9% | +186.3% |
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