+302.4%
MXL vs NLY
+81.8%
+220.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.5% | +8.0% | +7.8% |
| 7D | +18.9% | -4.0% | +22.8% | +22.0% |
| 30D | +0.3% | -5.2% | +5.6% | +3.7% |
| 3M | -8.0% | +2.8% | -10.9% | -10.3% |
| 6M | +341.2% | +4.2% | +337.0% | +327.2% |
| YTD | +327.8% | +4.7% | +323.2% | +314.0% |
| 1Y | +364.9% | +12.7% | +352.2% | +328.3% |
| 3Y | +229.2% | +62.5% | +166.7% | +142.8% |
| 5Y | +42.8% | +26.3% | +16.4% | +21.8% |
| All | +302.4% | +81.8% | +220.6% | +219.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling