+0.7%
MCHP vs NLY
+64.2%
-63.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.1% | +4.0% |
| 7D | 0.0% | -4.0% | +4.0% | +3.4% |
| 30D | -6.0% | -5.2% | -0.8% | -1.9% |
| 3M | -19.7% | +2.8% | -22.5% | -21.8% |
| 6M | +14.0% | +4.2% | +9.8% | +9.2% |
| YTD | +18.4% | +4.7% | +13.8% | +12.8% |
| 1Y | +17.1% | +12.7% | +4.4% | +4.0% |
| 3Y | +0.7% | +62.5% | -61.8% | -32.7% |
| All | +0.7% | +64.2% | -63.5% | -32.7% |
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