+262.2%
UMC vs NLY
+64.2%
+198.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.5% |
| 7D | +9.0% | -4.0% | +13.0% | +10.7% |
| 30D | +17.2% | -5.2% | +22.5% | +19.6% |
| 3M | +11.4% | +2.8% | +8.6% | +9.7% |
| 6M | +137.5% | +4.2% | +133.3% | +132.3% |
| YTD | +193.1% | +4.7% | +188.4% | +185.7% |
| 1Y | +240.3% | +12.7% | +227.6% | +221.2% |
| 3Y | +262.2% | +62.5% | +199.6% | +189.4% |
| All | +262.2% | +64.2% | +198.0% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 3y: compounded portfolio wealth divided by compounded NLY 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…
3y analysis · Full analysis span regression · 6 months rolling