+2,396.1%
MUU vs NLY
+41.7%
+2,354.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.3% |
| 7D | -8.2% | -4.0% | -4.2% | -1.0% |
| 30D | +10.2% | -5.2% | +15.4% | +20.9% |
| 3M | -26.5% | +2.8% | -29.3% | -32.6% |
| 6M | +227.2% | +4.2% | +223.0% | +193.5% |
| YTD | +527.4% | +4.7% | +522.8% | +464.3% |
| 1Y | +1,843.7% | +12.7% | +1,830.9% | +1,379.4% |
| All | +2,396.1% | +41.7% | +2,354.3% | +1,210.4% |
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