+349.5%
MTUM vs NLY
+81.8%
+267.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.4% |
| 7D | +0.7% | -4.0% | +4.7% | +2.0% |
| 30D | -2.4% | -5.2% | +2.8% | -0.9% |
| 3M | -3.6% | +2.8% | -6.5% | -4.6% |
| 6M | +23.7% | +4.2% | +19.5% | +21.8% |
| YTD | +22.9% | +4.7% | +18.2% | +20.8% |
| 1Y | +21.8% | +12.7% | +9.0% | +16.8% |
| 3Y | +114.4% | +62.5% | +51.9% | +83.2% |
| 5Y | +79.6% | +26.3% | +53.2% | +63.1% |
| All | +349.5% | +81.8% | +267.6% | +282.4% |
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