+401,035.7%
MNST vs NLY
+1,202.9%
+399,832.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +1.3% |
| 7D | -2.2% | -3.6% | +1.4% | -1.3% |
| 30D | -5.4% | -4.9% | -0.4% | -4.2% |
| 3M | -5.5% | +6.2% | -11.7% | -7.0% |
| 6M | +12.4% | +4.5% | +7.9% | +11.0% |
| YTD | +12.4% | +5.1% | +7.3% | +10.7% |
| 1Y | +37.2% | +13.5% | +23.6% | +32.5% |
| 3Y | +52.9% | +65.6% | -12.7% | +33.1% |
| 5Y | +79.7% | +26.9% | +52.8% | +64.6% |
| 10Y | +250.4% | +81.8% | +168.7% | +183.5% |
| All | +401,035.7% | +1,202.9% | +399,832.8% | +218,509.3% |
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