+144.1%
UMC vs UDR
-20.2%
+164.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | +9.0% | -3.5% | +12.5% | +10.1% |
| 30D | +17.2% | -5.3% | +22.6% | +19.1% |
| 3M | +11.4% | -9.5% | +20.9% | +13.8% |
| 6M | +137.5% | -0.7% | +138.2% | +133.8% |
| YTD | +193.1% | -1.2% | +194.3% | +188.0% |
| 1Y | +240.3% | -5.7% | +246.0% | +240.1% |
| 3Y | +262.2% | +3.7% | +258.5% | +240.7% |
| All | +144.1% | -20.2% | +164.3% | +168.2% |
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