+323.1%
MRVL vs NLY
+64.2%
+258.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.5% | +4.3% |
| 7D | +5.6% | -4.0% | +9.6% | +8.2% |
| 30D | +8.8% | -5.2% | +14.0% | +12.2% |
| 3M | -15.9% | +2.8% | -18.7% | -17.9% |
| 6M | +161.3% | +4.2% | +157.0% | +152.2% |
| YTD | +178.2% | +4.7% | +173.6% | +165.5% |
| 1Y | +255.3% | +12.7% | +242.6% | +219.6% |
| 3Y | +323.1% | +62.5% | +260.6% | +195.1% |
| All | +323.1% | +64.2% | +258.9% | +195.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling