+25.1%
NLY vs MKC
-33.0%
+58.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -4.0% | -1.5% | -2.5% | -3.7% |
| 30D | -5.2% | -3.1% | -2.1% | -4.6% |
| 3M | +2.8% | +5.2% | -2.4% | +1.3% |
| 6M | +4.2% | -12.8% | +17.0% | +7.3% |
| YTD | +4.7% | -23.3% | +28.0% | +11.0% |
| 1Y | +12.7% | -24.1% | +36.9% | +19.7% |
| 3Y | +62.5% | -32.1% | +94.7% | +77.3% |
| All | +25.1% | -33.0% | +58.2% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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