+2,981.5%
MUU vs NLY
+20.9%
+2,960.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -0.1% | +11.7% | +11.7% |
| 7D | +17.4% | -1.0% | +18.4% | +18.8% |
| 30D | +24.0% | +0.6% | +23.3% | +22.3% |
| 3M | -23.9% | +10.8% | -34.7% | -35.4% |
| 6M | +284.4% | +6.2% | +278.2% | +257.9% |
| YTD | +583.7% | +9.0% | +574.7% | +527.4% |
| 1Y | +2,981.5% | +19.3% | +2,962.2% | +2,581.2% |
| All | +2,981.5% | +20.9% | +2,960.6% | +2,581.2% |
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 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