-47.6%
BMNR vs NLY
+12.5%
-60.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.9% | +3.8% |
| 7D | +0.2% | -4.0% | +4.2% | +4.0% |
| 30D | +39.9% | -5.2% | +45.1% | +46.9% |
| 3M | +51.5% | +2.8% | +48.7% | +47.5% |
| 6M | +18.9% | +4.2% | +14.7% | +13.8% |
| YTD | -7.8% | +4.7% | -12.5% | -8.6% |
| 1Y | -47.6% | +12.7% | -60.4% | -52.0% |
| All | -47.6% | +12.5% | -60.2% | -52.0% |
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