+405.1%
MP vs NLY
+83.7%
+321.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.2% |
| 7D | -7.4% | -4.0% | -3.4% | -4.4% |
| 30D | -6.7% | -5.2% | -1.4% | -2.8% |
| 3M | -11.7% | +2.8% | -14.5% | -14.0% |
| 6M | -18.9% | +4.2% | -23.1% | -22.0% |
| YTD | 0.0% | +4.7% | -4.7% | -4.2% |
| 1Y | -19.9% | +12.7% | -32.6% | -28.1% |
| 3Y | +133.4% | +62.5% | +70.9% | +56.1% |
| 5Y | +48.1% | +26.3% | +21.8% | +32.6% |
| All | +405.1% | +83.7% | +321.4% | +249.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling