-3.0%
MDLN vs NLY
-2.7%
-0.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.2% |
| 7D | +24.2% | +2.1% | +22.2% | +22.6% |
| 30D | +11.8% | +2.3% | +9.5% | +10.2% |
| 3M | +8.4% | -13.7% | +22.1% | +18.3% |
| 6M | -12.3% | -9.6% | -2.7% | -6.7% |
| YTD | -5.3% | -6.5% | +1.1% | -0.2% |
| All | -3.0% | -2.7% | -0.4% | +2.3% |
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