+220.3%
MULL vs NLY
+0.3%
+219.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.2% | -0.4% | -33.8% | -33.9% |
| 7D | -53.1% | +2.1% | -55.1% | -53.9% |
| 30D | -64.1% | +2.3% | -66.4% | -65.0% |
| 3M | -54.6% | -13.7% | -40.9% | -45.3% |
| 6M | -38.7% | -9.6% | -29.1% | -31.4% |
| YTD | +144.7% | -6.5% | +151.2% | +171.5% |
| 1Y | +220.3% | -0.6% | +220.9% | +265.7% |
| All | +220.3% | +0.3% | +219.9% | +265.7% |
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