+693.8%
MRK vs NLY
+1,197.0%
-503.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.4% |
| 7D | -4.3% | -4.0% | -0.3% | -3.5% |
| 30D | +8.3% | -5.2% | +13.5% | +9.5% |
| 3M | +20.0% | +2.8% | +17.2% | +19.4% |
| 6M | +25.7% | +4.2% | +21.5% | +24.5% |
| YTD | +38.7% | +4.7% | +34.1% | +37.2% |
| 1Y | +74.7% | +12.7% | +61.9% | +70.2% |
| 3Y | +45.4% | +62.5% | -17.2% | +31.2% |
| 5Y | +129.0% | +26.3% | +102.7% | +113.3% |
| 10Y | +228.0% | +81.0% | +147.1% | +173.6% |
| All | +693.8% | +1,197.0% | -503.2% | +451.3% |
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