+1,242.0%
NLY vs MTCH
+1,596.7%
-354.7%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.6% |
| 7D | -4.0% | +1.3% | -5.3% | -4.2% |
| 30D | -5.2% | +15.9% | -21.1% | -7.2% |
| 3M | +2.8% | +23.3% | -20.4% | -0.3% |
| 6M | +4.2% | +40.1% | -35.9% | -0.9% |
| YTD | +4.7% | +33.6% | -28.9% | 0.0% |
| 1Y | +12.7% | +14.1% | -1.3% | +10.0% |
| 3Y | +62.5% | +1.4% | +61.1% | +58.4% |
| 5Y | +26.3% | -73.1% | +99.5% | +42.3% |
| 10Y | +81.0% | +204.8% | -123.8% | +40.9% |
| All | +1,242.0% | +1,596.7% | -354.7% | +551.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling