+1,292.2%
NLY vs MLM
+1,955.7%
-663.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +0.4% | +1.4% | -1.0% | 0.0% |
| 30D | -1.4% | -6.5% | +5.1% | +0.6% |
| 3M | +12.0% | -7.4% | +19.5% | +14.3% |
| 6M | +8.3% | -15.8% | +24.2% | +13.6% |
| YTD | +8.6% | -17.4% | +26.0% | +14.2% |
| 1Y | +16.9% | -17.9% | +34.8% | +22.9% |
| 3Y | +71.0% | +18.9% | +52.1% | +59.2% |
| 5Y | +31.1% | +43.4% | -12.4% | +14.2% |
| 10Y | +81.0% | +206.2% | -125.2% | +21.6% |
| All | +1,292.2% | +1,955.7% | -663.5% | +507.7% |
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