-10.8%
MDLN vs NLY
+13.4%
-24.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +3.7% | -1.0% | +4.7% | +4.3% |
| 30D | -0.2% | +0.6% | -0.8% | -0.5% |
| 3M | +6.2% | +10.8% | -4.6% | +1.0% |
| 6M | -14.7% | +6.2% | -20.9% | -18.6% |
| YTD | -12.9% | +9.0% | -21.9% | -16.1% |
| All | -10.8% | +13.4% | -24.2% | -13.9% |
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