+120.9%
MPC vs NLY
+20.9%
+100.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +5.4% | -1.0% | +6.4% | +5.1% |
| 30D | +31.0% | +0.6% | +30.4% | +31.3% |
| 3M | +46.0% | +10.8% | +35.2% | +51.4% |
| 6M | +77.3% | +6.2% | +71.1% | +83.7% |
| YTD | +141.9% | +9.0% | +132.9% | +149.6% |
| 1Y | +120.9% | +19.3% | +101.6% | +126.2% |
| All | +120.9% | +20.9% | +100.0% | +126.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling