+117.2%
MPC vs NLY
+2.3%
+115.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.8% | -12.0% | -6.5% |
| 7D | -10.9% | +3.5% | -14.4% | -9.4% |
| 30D | -9.4% | +3.6% | -13.0% | -7.8% |
| 3M | +26.0% | -13.6% | +39.6% | +20.4% |
| 6M | +56.5% | -9.1% | +65.6% | +53.8% |
| YTD | +144.3% | -6.1% | +150.3% | +141.2% |
| 1Y | +117.2% | +0.7% | +116.5% | +108.7% |
| All | +117.2% | +2.3% | +115.0% | +108.7% |
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