+115.0%
UMC vs UDR
+14.9%
+100.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.6% | -5.7% | -0.3% |
| 7D | -14.7% | +7.2% | -21.9% | -11.7% |
| 30D | -32.9% | +10.5% | -43.3% | -29.5% |
| 3M | -22.2% | -2.3% | -19.9% | -21.8% |
| 6M | +25.9% | +4.0% | +21.9% | +24.6% |
| YTD | +107.9% | +5.6% | +102.3% | +101.2% |
| 1Y | +115.0% | +13.0% | +102.0% | +99.1% |
| All | +115.0% | +14.9% | +100.1% | +99.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling