+37.0%
MDT vs NLY
+81.8%
-44.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.6% |
| 7D | -3.4% | -4.0% | +0.6% | -2.1% |
| 30D | +0.2% | -5.2% | +5.5% | +2.1% |
| 3M | +14.3% | +2.8% | +11.4% | +13.1% |
| 6M | +4.0% | +4.2% | -0.2% | +2.3% |
| YTD | -3.7% | +4.7% | -8.3% | -5.6% |
| 1Y | -0.4% | +12.7% | -13.1% | -4.9% |
| 3Y | +23.3% | +62.5% | -39.2% | +2.7% |
| 5Y | -18.9% | +26.3% | -45.2% | -27.3% |
| All | +37.0% | +81.8% | -44.8% | +10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling