+5,568.4%
MU vs NLY
+1,239.1%
+4,329.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.2% | +2.9% |
| 7D | +7.5% | -0.4% | +7.9% | +7.7% |
| 30D | +19.4% | -1.3% | +20.7% | +19.9% |
| 3M | +9.8% | +7.6% | +2.2% | +6.5% |
| 6M | +164.1% | +8.9% | +155.3% | +154.8% |
| YTD | +260.3% | +8.1% | +252.2% | +249.2% |
| 1Y | +661.2% | +15.8% | +645.4% | +617.2% |
| 3Y | +1,380.8% | +70.2% | +1,310.7% | +1,105.3% |
| 5Y | +1,346.4% | +30.0% | +1,316.4% | +1,187.5% |
| 10Y | +6,169.9% | +86.8% | +6,083.1% | +4,606.1% |
| All | +5,568.4% | +1,239.1% | +4,329.4% | +3,129.2% |
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 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