+77.9%
NLY vs MKTX
+5.0%
+72.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -4.0% | -0.2% | -3.8% | -4.0% |
| 30D | -5.2% | +0.7% | -6.0% | -5.3% |
| 3M | +2.8% | +40.8% | -38.0% | -3.4% |
| 6M | +4.2% | -8.0% | +12.2% | +5.1% |
| YTD | +4.7% | -8.7% | +13.4% | +5.5% |
| 1Y | +12.7% | -11.8% | +24.6% | +14.2% |
| 3Y | +62.5% | -24.0% | +86.6% | +66.4% |
| 5Y | +26.3% | -60.3% | +86.6% | +40.3% |
| All | +77.9% | +5.0% | +72.9% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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