+1,203.4%
MET vs NLY
+1,256.1%
-52.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.6% |
| 7D | -0.5% | -4.0% | +3.5% | +1.5% |
| 30D | +0.5% | -5.2% | +5.7% | +3.2% |
| 3M | +11.6% | +2.8% | +8.8% | +9.8% |
| 6M | +40.8% | +4.2% | +36.6% | +37.3% |
| YTD | +25.7% | +4.7% | +21.0% | +22.0% |
| 1Y | +24.4% | +12.7% | +11.6% | +16.0% |
| 3Y | +67.5% | +62.5% | +4.9% | +28.2% |
| 5Y | +85.8% | +26.3% | +59.5% | +56.7% |
| 10Y | +246.8% | +81.0% | +165.8% | +133.2% |
| All | +1,203.4% | +1,256.1% | -52.8% | +350.3% |
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 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