+1,248.1%
NLY vs MTB
+1,067.9%
+180.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | -3.6% | -0.4% | -3.2% | -3.5% |
| 30D | -4.9% | -4.6% | -0.3% | -3.2% |
| 3M | +6.2% | +7.4% | -1.2% | +3.1% |
| 6M | +4.5% | +18.7% | -14.2% | -2.6% |
| YTD | +5.1% | +21.1% | -15.9% | -3.0% |
| 1Y | +13.5% | +24.1% | -10.6% | +3.5% |
| 3Y | +65.6% | +115.3% | -49.8% | +19.1% |
| 5Y | +26.9% | +106.0% | -79.1% | -10.4% |
| 10Y | +81.8% | +171.6% | -89.8% | +6.0% |
| All | +1,248.1% | +1,067.9% | +180.2% | +336.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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