+30.0%
NLY vs MLM
+40.7%
-10.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | -0.4% | -2.7% | +2.3% | +0.6% |
| 30D | -1.3% | -8.3% | +7.0% | +2.1% |
| 3M | +7.6% | -12.0% | +19.6% | +12.6% |
| 6M | +8.9% | -17.6% | +26.5% | +16.8% |
| YTD | +8.1% | -18.9% | +26.9% | +15.9% |
| 1Y | +15.8% | -17.6% | +33.4% | +23.0% |
| 3Y | +70.2% | +16.8% | +53.4% | +51.0% |
| 5Y | +30.0% | +41.0% | -11.1% | +5.3% |
| All | +30.0% | +40.7% | -10.8% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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