+50.5%
MP vs NLY
+26.0%
+24.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.8% | -3.5% |
| 7D | -4.6% | -3.6% | -0.9% | -1.9% |
| 30D | -7.1% | -4.9% | -2.2% | -3.6% |
| 3M | -4.0% | +6.2% | -10.2% | -8.5% |
| 6M | -16.7% | +4.5% | -21.2% | -19.9% |
| YTD | +1.6% | +5.1% | -3.6% | -2.8% |
| 1Y | -17.8% | +13.5% | -31.3% | -26.2% |
| 3Y | +139.6% | +65.6% | +74.0% | +61.1% |
| 5Y | +50.5% | +26.9% | +23.6% | +54.1% |
| All | +50.5% | +26.0% | +24.4% | +54.1% |
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