+1,023.0%
NLY vs MLM
+1,962.2%
-939.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -5.9% | -0.9% | -5.0% | -5.6% |
| 30D | -2.8% | +9.0% | -11.8% | -5.4% |
| 3M | -21.6% | -5.6% | -16.1% | -20.4% |
| 6M | -14.5% | -10.7% | -3.8% | -12.0% |
| YTD | -12.4% | -17.2% | +4.7% | -8.1% |
| 1Y | -7.3% | -14.2% | +7.0% | -3.8% |
| 3Y | +54.8% | +15.6% | +39.2% | +45.4% |
| 5Y | +2.4% | +26.2% | -23.9% | -7.3% |
| 10Y | +53.2% | +140.6% | -87.4% | +10.1% |
| All | +1,023.0% | +1,962.2% | -939.2% | +389.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling