+30.6%
MXL vs UDR
-20.1%
+50.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.5% |
| 7D | +16.6% | -3.4% | +20.0% | +19.2% |
| 30D | +0.5% | -5.4% | +5.9% | +3.9% |
| 3M | -3.6% | -10.0% | +6.3% | +1.5% |
| 6M | +328.0% | -2.5% | +330.6% | +322.0% |
| YTD | +297.8% | -1.1% | +298.9% | +286.6% |
| 1Y | +339.4% | -3.9% | +343.3% | +334.9% |
| 3Y | +201.7% | +3.4% | +198.3% | +180.4% |
| All | +30.6% | -20.1% | +50.7% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling