+465.0%
MDLZ vs NLY
+723.2%
-258.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.6% |
| 7D | +1.7% | -3.6% | +5.3% | +2.4% |
| 30D | +1.1% | -4.9% | +6.0% | +2.1% |
| 3M | -1.8% | +6.2% | -8.0% | -3.1% |
| 6M | +12.3% | +4.5% | +7.8% | +11.1% |
| YTD | +18.0% | +5.1% | +12.9% | +16.6% |
| 1Y | +3.8% | +13.5% | -9.7% | +1.0% |
| 3Y | -2.4% | +65.6% | -68.0% | -12.4% |
| 5Y | +18.4% | +26.9% | -8.5% | +10.3% |
| 10Y | +88.1% | +81.8% | +6.3% | +59.2% |
| All | +465.0% | +723.2% | -258.2% | +263.7% |
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