+453.7%
MP vs NLY
+90.6%
+363.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | +3.0% | +0.4% | +2.6% | +2.7% |
| 30D | +8.3% | -1.4% | +9.7% | +9.4% |
| 3M | -3.8% | +12.0% | -15.9% | -12.5% |
| 6M | -4.9% | +8.3% | -13.3% | -11.3% |
| YTD | +9.6% | +8.6% | +1.0% | +2.1% |
| 1Y | -11.7% | +16.9% | -28.6% | -23.0% |
| 3Y | +158.5% | +71.0% | +87.5% | +66.2% |
| 5Y | +68.9% | +31.1% | +37.9% | +47.0% |
| All | +453.7% | +90.6% | +363.1% | +272.8% |
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 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