+282.4%
MXL vs UDR
+263.1%
+19.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.0% | +9.5% | +8.7% |
| 7D | +19.0% | -3.3% | +22.2% | +21.2% |
| 30D | +4.5% | -5.6% | +10.1% | +7.8% |
| 3M | -1.5% | -9.4% | +7.9% | +2.9% |
| 6M | +348.6% | -3.0% | +351.6% | +347.3% |
| YTD | +310.3% | -0.4% | +310.7% | +301.9% |
| 1Y | +344.7% | -5.1% | +349.9% | +347.7% |
| 3Y | +211.2% | +4.2% | +207.0% | +196.4% |
| 5Y | +34.8% | -19.5% | +54.4% | +49.7% |
| 10Y | +286.5% | +47.9% | +238.6% | +183.4% |
| All | +282.4% | +263.1% | +19.3% | +70.6% |
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