-18.9%
UDR vs MDY
+43.9%
-62.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.1% |
| 7D | -3.4% | -2.5% | -0.9% | -1.7% |
| 30D | -5.4% | -5.0% | -0.4% | -2.2% |
| 3M | -10.0% | +0.5% | -10.4% | -10.5% |
| 6M | -2.5% | +8.0% | -10.5% | -8.0% |
| YTD | -1.1% | +12.2% | -13.3% | -9.1% |
| 1Y | -3.9% | +14.0% | -17.9% | -12.8% |
| 3Y | +3.4% | +48.2% | -44.7% | -23.6% |
| 5Y | -18.9% | +46.1% | -65.0% | -39.5% |
| All | -18.9% | +43.9% | -62.8% | -39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling