+71.7%
MUB vs NLY
+294.7%
-222.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.6% |
| 7D | -1.2% | -3.6% | +2.4% | -1.1% |
| 30D | -2.8% | -4.9% | +2.2% | -2.6% |
| 3M | -3.1% | +6.2% | -9.2% | -3.3% |
| 6M | -2.9% | +4.5% | -7.4% | -3.0% |
| YTD | -2.0% | +5.1% | -7.2% | -2.2% |
| 1Y | 0.0% | +13.5% | -13.5% | -0.5% |
| 3Y | +7.4% | +65.6% | -58.2% | +5.3% |
| 5Y | +0.8% | +26.9% | -26.1% | -0.7% |
| 10Y | +16.7% | +81.8% | -65.1% | +13.0% |
| All | +71.7% | +294.7% | -222.9% | +67.0% |
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