+706.4%
MOD vs NLY
+1,250.9%
-544.5%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +9.6% | -1.0% | +10.6% | +10.1% |
| 30D | 0.0% | +0.6% | -0.6% | -0.3% |
| 3M | -35.4% | +10.8% | -46.2% | -38.9% |
| 6M | -7.3% | +6.2% | -13.5% | -10.2% |
| YTD | +45.8% | +9.0% | +36.8% | +39.0% |
| 1Y | +43.1% | +19.3% | +23.8% | +30.2% |
| 3Y | +297.7% | +67.7% | +229.9% | +207.1% |
| 5Y | +1,478.8% | +29.7% | +1,449.0% | +1,255.5% |
| 10Y | +1,633.4% | +81.0% | +1,552.4% | +1,146.3% |
| All | +706.4% | +1,250.9% | -544.5% | +226.9% |
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 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