+1,979.3%
MCD vs NLY
+1,239.1%
+740.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.9% | -0.4% | -2.4% | -2.8% |
| 30D | -6.7% | -1.3% | -5.4% | -6.5% |
| 3M | -9.6% | +7.6% | -17.2% | -10.9% |
| 6M | -22.3% | +8.9% | -31.2% | -23.7% |
| YTD | -15.4% | +8.1% | -23.5% | -16.9% |
| 1Y | -16.8% | +15.8% | -32.6% | -19.4% |
| 3Y | -2.4% | +70.2% | -72.6% | -13.0% |
| 5Y | +19.4% | +30.0% | -10.6% | +10.6% |
| 10Y | +181.3% | +86.8% | +94.5% | +136.7% |
| All | +1,979.3% | +1,239.1% | +740.3% | +1,278.5% |
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