+657.4%
UMAC vs UDR
+12.6%
+644.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | -3.4% | -3.5% | +0.1% | -1.9% |
| 30D | -15.1% | -5.3% | -9.8% | -13.3% |
| 3M | -10.8% | -9.5% | -1.2% | -8.4% |
| 6M | +15.7% | -0.7% | +16.3% | +10.9% |
| YTD | +80.1% | -1.2% | +81.3% | +70.9% |
| 1Y | +116.7% | -5.7% | +122.5% | +114.6% |
| All | +657.4% | +12.6% | +644.8% | +577.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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