+1,131.4%
MPC vs NLY
+81.8%
+1,049.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.2% |
| 7D | +1.8% | -4.0% | +5.8% | +4.3% |
| 30D | +14.0% | -5.2% | +19.2% | +17.6% |
| 3M | +52.2% | +2.8% | +49.4% | +49.0% |
| 6M | +75.8% | +4.2% | +71.6% | +68.5% |
| YTD | +146.3% | +4.7% | +141.6% | +134.4% |
| 1Y | +120.8% | +12.7% | +108.1% | +99.5% |
| 3Y | +172.6% | +62.5% | +110.1% | +90.0% |
| 5Y | +678.2% | +26.3% | +651.9% | +528.2% |
| All | +1,131.4% | +81.8% | +1,049.6% | +785.7% |
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 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