+303.5%
MXL vs NLY
+20.9%
+282.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.6% |
| 7D | +1.6% | -1.0% | +2.6% | +2.5% |
| 30D | -7.0% | +0.6% | -7.6% | -7.6% |
| 3M | -33.4% | +10.8% | -44.2% | -40.3% |
| 6M | +260.2% | +6.2% | +253.9% | +239.2% |
| YTD | +260.0% | +9.0% | +250.9% | +235.5% |
| 1Y | +303.5% | +19.3% | +284.2% | +254.9% |
| All | +303.5% | +20.9% | +282.6% | +254.9% |
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