+77.9%
NLY vs M
-3.0%
+80.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.2% | -1.8% |
| 7D | -4.0% | -4.2% | +0.2% | -3.3% |
| 30D | -5.2% | -7.2% | +2.0% | -4.1% |
| 3M | +2.8% | -11.1% | +14.0% | +4.6% |
| 6M | +4.2% | +28.8% | -24.6% | -1.0% |
| YTD | +4.7% | +2.0% | +2.6% | +3.3% |
| 1Y | +12.7% | +31.3% | -18.5% | +6.0% |
| 3Y | +62.5% | +119.1% | -56.5% | +33.6% |
| 5Y | +26.3% | +29.7% | -3.3% | +8.3% |
| All | +77.9% | -3.0% | +80.9% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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