+26.9%
MMM vs NLY
+25.6%
+1.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -2.1% | -4.0% | +1.9% | -0.5% |
| 30D | -9.8% | -5.2% | -4.6% | -7.9% |
| 3M | +4.9% | +2.8% | +2.1% | +3.7% |
| 6M | +7.3% | +4.2% | +3.1% | +5.4% |
| YTD | +4.5% | +4.7% | -0.2% | +2.4% |
| 1Y | +5.4% | +12.7% | -7.4% | +0.1% |
| 3Y | +98.6% | +62.5% | +36.0% | +63.9% |
| All | +26.9% | +25.6% | +1.3% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling