+2,484.9%
MAR vs NLY
+1,374.1%
+1,110.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | -0.5% | -4.0% | +3.4% | +1.0% |
| 30D | -5.4% | -5.2% | -0.2% | -3.5% |
| 3M | -15.5% | +2.8% | -18.3% | -16.5% |
| 6M | +3.0% | +4.2% | -1.2% | +1.2% |
| YTD | +8.5% | +4.7% | +3.9% | +6.5% |
| 1Y | +26.0% | +12.7% | +13.2% | +20.1% |
| 3Y | +68.6% | +62.5% | +6.1% | +39.0% |
| 5Y | +157.4% | +26.3% | +131.1% | +129.4% |
| 10Y | +447.0% | +81.0% | +366.1% | +319.5% |
| All | +2,484.9% | +1,374.1% | +1,110.8% | +1,234.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling