+1,065.8%
MDB vs NLY
+35.7%
+1,030.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.7% | +7.0% | +5.5% |
| 7D | -2.8% | -3.6% | +0.9% | -1.2% |
| 30D | -14.9% | -4.9% | -9.9% | -12.9% |
| 3M | +7.3% | +6.2% | +1.2% | +4.5% |
| 6M | +38.2% | +4.5% | +33.7% | +34.9% |
| YTD | -10.9% | +5.1% | -16.1% | -13.4% |
| 1Y | +11.6% | +13.5% | -1.9% | +4.7% |
| 3Y | -0.9% | +65.6% | -66.5% | -21.4% |
| 5Y | -23.5% | +26.9% | -50.4% | -34.3% |
| All | +1,065.8% | +35.7% | +1,030.1% | +990.1% |
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