+1,242.0%
NLY vs MDY
+1,394.6%
-152.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.0% |
| 7D | -4.0% | -1.9% | -2.1% | -2.8% |
| 30D | -5.2% | -4.6% | -0.6% | -2.3% |
| 3M | +2.8% | -1.2% | +4.1% | +3.6% |
| 6M | +4.2% | +9.2% | -5.0% | -1.5% |
| YTD | +4.7% | +13.1% | -8.4% | -3.4% |
| 1Y | +12.7% | +13.0% | -0.3% | +4.0% |
| 3Y | +62.5% | +49.2% | +13.3% | +25.2% |
| 5Y | +26.3% | +47.2% | -20.9% | -1.7% |
| 10Y | +81.0% | +176.0% | -95.0% | -3.8% |
| All | +1,242.0% | +1,394.6% | -152.6% | +197.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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