+5,858.3%
MCO vs NLY
+1,197.0%
+4,661.3%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | -3.8% | -4.0% | +0.2% | -2.3% |
| 30D | -0.4% | -5.2% | +4.8% | +1.6% |
| 3M | +7.7% | +2.8% | +4.9% | +6.6% |
| 6M | +7.0% | +4.2% | +2.8% | +5.2% |
| YTD | -6.4% | +4.7% | -11.1% | -8.3% |
| 1Y | -7.6% | +12.7% | -20.4% | -12.1% |
| 3Y | +43.2% | +62.5% | -19.3% | +18.6% |
| 5Y | +29.6% | +26.3% | +3.2% | +15.9% |
| 10Y | +389.2% | +81.0% | +308.3% | +269.3% |
| All | +5,858.3% | +1,197.0% | +4,661.3% | +2,992.7% |
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 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