-49.8%
BMNR vs NLY
-1.3%
-48.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -0.8% |
| 7D | -7.0% | +2.9% | -9.9% | -9.4% |
| 30D | -23.9% | +4.6% | -28.5% | -27.1% |
| 3M | +2.5% | -14.1% | +16.6% | +18.5% |
| 6M | -18.1% | -10.7% | -7.4% | -8.4% |
| YTD | -30.9% | -7.0% | -24.0% | -20.3% |
| 1Y | -49.8% | -0.7% | -49.1% | -37.8% |
| All | -49.8% | -1.3% | -48.5% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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