+1,677.2%
MPWR vs NLY
+81.8%
+1,595.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.5% | +4.3% |
| 7D | +0.9% | -4.0% | +4.9% | +2.9% |
| 30D | -13.4% | -5.2% | -8.1% | -11.2% |
| 3M | -22.2% | +2.8% | -25.1% | -23.6% |
| 6M | +15.7% | +4.2% | +11.5% | +12.9% |
| YTD | +36.7% | +4.7% | +32.0% | +33.1% |
| 1Y | +47.9% | +12.7% | +35.2% | +38.5% |
| 3Y | +159.7% | +62.5% | +97.1% | +107.5% |
| 5Y | +159.1% | +26.3% | +132.8% | +126.0% |
| All | +1,677.2% | +81.8% | +1,595.3% | +1,376.5% |
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