-13.5%
UDR vs MNDY
-53.2%
+39.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.8% |
| 7D | -3.3% | -14.1% | +10.9% | -2.3% |
| 30D | -5.6% | -8.5% | +2.8% | -5.2% |
| 3M | -9.4% | -2.5% | -6.9% | -9.5% |
| 6M | -3.0% | +0.1% | -3.0% | -3.7% |
| YTD | -0.4% | -45.0% | +44.6% | +2.9% |
| 1Y | -5.1% | -58.1% | +53.0% | -0.3% |
| 3Y | +4.2% | -52.6% | +56.8% | +6.2% |
| 5Y | -19.5% | -79.3% | +59.7% | -20.6% |
| All | -13.5% | -53.2% | +39.7% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling