+44.4%
UDR vs MTCH
+208.0%
-163.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.2% |
| 7D | -3.5% | +1.3% | -4.7% | -3.6% |
| 30D | -5.3% | +15.9% | -21.2% | -7.2% |
| 3M | -9.5% | +23.3% | -32.8% | -12.3% |
| 6M | -0.7% | +40.1% | -40.8% | -5.5% |
| YTD | -1.2% | +33.6% | -34.8% | -5.5% |
| 1Y | -5.7% | +14.1% | -19.8% | -8.0% |
| 3Y | +3.7% | +1.4% | +2.3% | +0.9% |
| 5Y | -18.9% | -73.1% | +54.2% | -11.0% |
| All | +44.4% | +208.0% | -163.6% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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