+27.1%
MTZ vs NLY
+12.5%
+14.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.7% |
| 7D | +1.4% | -4.0% | +5.3% | +3.3% |
| 30D | -14.5% | -5.2% | -9.2% | -12.4% |
| 3M | -32.9% | +2.8% | -35.8% | -33.5% |
| 6M | -20.8% | +4.2% | -25.0% | -22.0% |
| YTD | +10.6% | +4.7% | +5.9% | +10.2% |
| 1Y | +27.1% | +12.7% | +14.3% | +29.4% |
| All | +27.1% | +12.5% | +14.5% | +29.4% |
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 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