+1,486.4%
MOD vs NLY
+26.0%
+1,460.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -2.0% |
| 7D | -3.9% | -3.6% | -0.3% | -1.7% |
| 30D | -9.6% | -4.9% | -4.7% | -6.8% |
| 3M | -30.6% | +6.2% | -36.8% | -33.5% |
| 6M | -10.9% | +4.5% | -15.4% | -13.6% |
| YTD | +34.3% | +5.1% | +29.1% | +29.1% |
| 1Y | +18.3% | +13.5% | +4.8% | +8.3% |
| 3Y | +281.9% | +65.6% | +216.3% | +180.9% |
| 5Y | +1,486.4% | +26.9% | +1,459.5% | +1,344.8% |
| All | +1,486.4% | +26.0% | +1,460.4% | +1,344.8% |
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