+3,174.0%
MPC vs NLY
+97.9%
+3,076.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.5% |
| 7D | +3.9% | +0.4% | +3.4% | +3.6% |
| 30D | +33.8% | -1.4% | +35.1% | +34.7% |
| 3M | +49.9% | +12.0% | +37.8% | +39.5% |
| 6M | +80.9% | +8.3% | +72.6% | +70.0% |
| YTD | +147.4% | +8.6% | +138.8% | +131.2% |
| 1Y | +123.2% | +16.9% | +106.3% | +98.6% |
| 3Y | +171.7% | +71.0% | +100.7% | +87.8% |
| 5Y | +678.6% | +31.1% | +647.5% | +517.3% |
| 10Y | +1,134.0% | +81.0% | +1,053.0% | +706.0% |
| All | +3,174.0% | +97.9% | +3,076.1% | +1,900.2% |
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 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