+176.9%
MCD vs NLY
+81.8%
+95.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | -1.2% | -4.0% | +2.8% | -0.2% |
| 30D | -7.8% | -5.2% | -2.5% | -6.5% |
| 3M | -10.7% | +2.8% | -13.5% | -11.4% |
| 6M | -21.3% | +4.2% | -25.5% | -22.3% |
| YTD | -15.8% | +4.7% | -20.4% | -17.1% |
| 1Y | -16.0% | +12.7% | -28.8% | -19.0% |
| 3Y | -3.0% | +62.5% | -65.5% | -15.7% |
| 5Y | +18.6% | +26.3% | -7.7% | +9.0% |
| All | +176.9% | +81.8% | +95.1% | +138.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling