+25.1%
NLY vs MTCH
-73.3%
+98.4%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.7% |
| 7D | -4.0% | +1.3% | -5.3% | -4.2% |
| 30D | -5.2% | +15.9% | -21.1% | -8.1% |
| 3M | +2.8% | +23.3% | -20.4% | -1.8% |
| 6M | +4.2% | +40.1% | -35.9% | -3.1% |
| YTD | +4.7% | +33.6% | -28.9% | -2.1% |
| 1Y | +12.7% | +14.1% | -1.3% | +8.8% |
| 3Y | +62.5% | +1.4% | +61.1% | +56.4% |
| All | +25.1% | -73.3% | +98.4% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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