+0.8%
MTUM vs NLY
+0.3%
+0.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.4% | -7.8% | -8.1% |
| 7D | -16.1% | +2.1% | -18.1% | -16.4% |
| 30D | -22.8% | +2.3% | -25.2% | -23.1% |
| 3M | -19.1% | -13.7% | -5.4% | -15.3% |
| 6M | -13.7% | -9.6% | -4.1% | -11.2% |
| YTD | +0.4% | -6.5% | +6.9% | +2.5% |
| 1Y | +0.8% | -0.6% | +1.4% | +2.2% |
| All | +0.8% | +0.3% | +0.4% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling