+192.1%
MXL vs NLY
+0.3%
+191.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.1% | -0.4% | -21.6% | -21.9% |
| 7D | -38.1% | +2.1% | -40.2% | -38.6% |
| 30D | -59.5% | +2.3% | -61.8% | -59.8% |
| 3M | -34.3% | -13.7% | -20.7% | -25.5% |
| 6M | -45.8% | -9.6% | -36.1% | -41.3% |
| YTD | +154.2% | -6.5% | +160.7% | +167.2% |
| 1Y | +192.1% | -0.6% | +192.7% | +195.9% |
| All | +192.1% | +0.3% | +191.8% | +195.9% |
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