+62.5%
NLY vs MKTX
-25.3%
+87.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -1.5% |
| 6M | +4.2% | -8.0% | +12.2% | +5.8% |
| YTD | +4.7% | -8.7% | +13.4% | +6.3% |
| 1Y | +12.7% | -11.8% | +24.6% | +15.1% |
| 3Y | +62.5% | -24.0% | +86.6% | +64.7% |
| All | +62.5% | -25.3% | +87.8% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling