-8.1%
MDB vs NLY
+64.2%
-72.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -2.9% |
| 7D | -1.8% | -4.0% | +2.2% | +0.5% |
| 30D | -17.3% | -5.2% | -12.0% | -14.7% |
| 3M | +2.2% | +2.8% | -0.6% | +0.6% |
| 6M | +33.9% | +4.2% | +29.7% | +29.7% |
| YTD | -13.7% | +4.7% | -18.4% | -16.7% |
| 1Y | +9.1% | +12.7% | -3.7% | -0.2% |
| 3Y | -8.1% | +62.5% | -70.7% | -32.0% |
| All | -8.1% | +64.2% | -72.3% | -32.0% |
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