+1,555.6%
UDR vs MTCH
+14,593.1%
-13,037.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -0.8% |
| 7D | -3.4% | -1.4% | -1.9% | -3.2% |
| 30D | -5.4% | +13.6% | -19.1% | -6.8% |
| 3M | -10.0% | +22.4% | -32.4% | -12.1% |
| 6M | -2.5% | +37.2% | -39.7% | -6.2% |
| YTD | -1.1% | +31.8% | -32.9% | -4.5% |
| 1Y | -3.9% | +12.9% | -16.8% | -5.6% |
| 3Y | +3.4% | -1.1% | +4.6% | +1.7% |
| 5Y | -18.9% | -73.5% | +54.6% | -10.6% |
| 10Y | +46.8% | +200.7% | -153.9% | +20.0% |
| All | +1,555.6% | +14,593.1% | -13,037.4% | +1,048.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling