+6.9%
MCO vs NLY
+0.3%
+6.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.0% | -2.3% |
| 7D | +5.4% | +2.1% | +3.4% | +4.6% |
| 30D | +13.9% | +2.3% | +11.6% | +12.9% |
| 3M | +6.7% | -13.7% | +20.4% | +12.2% |
| 6M | +13.9% | -9.6% | +23.5% | +18.1% |
| YTD | +1.6% | -6.5% | +8.0% | +4.4% |
| 1Y | +6.9% | -0.6% | +7.4% | +4.8% |
| All | +6.9% | +0.3% | +6.5% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling