+1,285.5%
NLY vs M
+102.2%
+1,183.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.3% |
| 7D | -0.4% | -4.1% | +3.6% | +0.3% |
| 30D | -1.3% | -13.6% | +12.3% | +1.4% |
| 3M | +7.6% | -2.3% | +9.9% | +7.7% |
| 6M | +8.9% | +21.9% | -13.0% | +4.2% |
| YTD | +8.1% | -0.6% | +8.7% | +7.1% |
| 1Y | +15.8% | +29.7% | -13.9% | +8.7% |
| 3Y | +70.2% | +107.3% | -37.1% | +39.9% |
| 5Y | +30.0% | +20.5% | +9.5% | +12.0% |
| 10Y | +86.8% | -6.1% | +92.9% | +43.2% |
| All | +1,285.5% | +102.2% | +1,183.2% | +622.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling