-14.1%
UDR vs MNDY
-50.8%
+36.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.1% |
| 7D | -3.4% | -12.5% | +9.1% | -2.5% |
| 30D | -5.4% | -2.6% | -2.8% | -5.4% |
| 3M | -10.0% | +4.2% | -14.2% | -10.5% |
| 6M | -2.5% | +9.8% | -12.3% | -3.9% |
| YTD | -1.1% | -42.3% | +41.2% | +1.8% |
| 1Y | -3.9% | -54.5% | +50.6% | +0.4% |
| 3Y | +3.4% | -50.3% | +53.7% | +5.1% |
| 5Y | -18.9% | -77.1% | +58.2% | -20.1% |
| All | -14.1% | -50.8% | +36.7% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 10y: compounded portfolio wealth divided by compounded MNDY 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…
10y analysis · Full analysis span regression · 6 months rolling