+3.7%
UDR vs MDY
+48.5%
-44.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | -3.5% | -1.9% | -1.6% | -2.4% |
| 30D | -5.3% | -4.6% | -0.7% | -2.6% |
| 3M | -9.5% | -1.2% | -8.3% | -9.0% |
| 6M | -0.7% | +9.2% | -9.9% | -6.6% |
| YTD | -1.2% | +13.1% | -14.2% | -9.4% |
| 1Y | -5.7% | +13.0% | -18.7% | -13.7% |
| 3Y | +3.7% | +49.2% | -45.5% | -29.6% |
| All | +3.7% | +48.5% | -44.7% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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