+704.5%
MTZ vs NLY
+1,239.1%
-534.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | +2.3% | -0.4% | +2.7% | +2.4% |
| 30D | -10.3% | -1.3% | -9.0% | -9.9% |
| 3M | -31.8% | +7.6% | -39.5% | -33.8% |
| 6M | -19.2% | +8.9% | -28.1% | -21.9% |
| YTD | +10.7% | +8.1% | +2.7% | +7.3% |
| 1Y | +37.5% | +15.8% | +21.8% | +29.4% |
| 3Y | +162.4% | +70.2% | +92.2% | +111.9% |
| 5Y | +166.3% | +30.0% | +136.4% | +135.3% |
| 10Y | +753.2% | +86.8% | +666.3% | +556.0% |
| All | +704.5% | +1,239.1% | -534.6% | +281.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling