+445.5%
MOD vs NLY
+985.4%
-539.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.5% | +27.4% | +27.6% |
| 7D | +40.4% | -5.9% | +46.3% | +44.7% |
| 30D | -14.0% | -2.8% | -11.2% | -13.5% |
| 3M | -33.3% | -21.6% | -11.7% | -25.4% |
| 6M | -51.4% | -14.5% | -36.9% | -48.1% |
| YTD | +1.6% | -12.4% | +14.0% | +7.1% |
| 1Y | +5.4% | -7.3% | +12.6% | +7.9% |
| 3Y | +191.0% | +54.8% | +136.2% | +132.1% |
| 5Y | +1,093.1% | +2.4% | +1,090.8% | +1,041.4% |
| 10Y | +1,095.2% | +53.2% | +1,042.1% | +830.0% |
| All | +445.5% | +985.4% | -539.8% | +144.4% |
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