-2.8%
MCD vs NLY
+64.9%
-67.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.4% |
| 7D | -2.5% | -3.6% | +1.1% | -1.7% |
| 30D | -7.0% | -4.9% | -2.1% | -6.0% |
| 3M | -9.8% | +6.2% | -16.0% | -11.1% |
| 6M | -21.8% | +4.5% | -26.3% | -22.7% |
| YTD | -15.6% | +5.1% | -20.7% | -16.9% |
| 1Y | -15.2% | +13.5% | -28.7% | -17.9% |
| All | -2.8% | +64.9% | -67.7% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling