+1,308.2%
MU vs NLY
+64.2%
+1,244.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.1% |
| 7D | -4.1% | -4.0% | -0.1% | -1.2% |
| 30D | +7.0% | -5.2% | +12.3% | +11.0% |
| 3M | -2.1% | +2.8% | -4.9% | -4.6% |
| 6M | +133.1% | +4.2% | +128.9% | +124.7% |
| YTD | +241.9% | +4.7% | +237.2% | +229.5% |
| 1Y | +548.8% | +12.7% | +536.0% | +491.2% |
| 3Y | +1,308.2% | +62.5% | +1,245.6% | +932.6% |
| All | +1,308.2% | +64.2% | +1,244.0% | +932.6% |
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