+1,925.8%
MRVL vs NLY
+81.8%
+1,844.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.2% |
| 7D | +5.6% | -4.0% | +9.6% | +7.6% |
| 30D | +8.8% | -5.2% | +14.0% | +11.5% |
| 3M | -15.9% | +2.8% | -18.7% | -17.3% |
| 6M | +161.3% | +4.2% | +157.0% | +154.8% |
| YTD | +178.2% | +4.7% | +173.6% | +169.6% |
| 1Y | +255.3% | +12.7% | +242.6% | +231.4% |
| 3Y | +323.1% | +62.5% | +260.6% | +233.1% |
| 5Y | +293.2% | +26.3% | +266.9% | +238.2% |
| All | +1,925.8% | +81.8% | +1,844.0% | +1,600.0% |
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