+25.1%
NLY vs M
+28.6%
-3.5%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.2% | -1.7% |
| 7D | -4.0% | -4.2% | +0.2% | -3.4% |
| 30D | -5.2% | -7.2% | +2.0% | -4.2% |
| 3M | +2.8% | -11.1% | +14.0% | +4.5% |
| 6M | +4.2% | +28.8% | -24.6% | -0.7% |
| YTD | +4.7% | +2.0% | +2.6% | +3.4% |
| 1Y | +12.7% | +31.3% | -18.5% | +6.4% |
| 3Y | +62.5% | +119.1% | -56.5% | +34.3% |
| All | +25.1% | +28.6% | -3.5% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling