+26.9%
AGNC vs MCO
+31.0%
-4.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | -5.3% | -3.2% | -2.1% | -3.9% |
| 30D | -6.9% | -1.4% | -5.5% | -6.4% |
| 3M | +1.2% | +6.9% | -5.8% | -2.2% |
| 6M | +5.6% | +11.6% | -6.1% | -0.3% |
| YTD | +2.8% | -5.8% | +8.7% | +4.2% |
| 1Y | +13.5% | -5.9% | +19.4% | +14.7% |
| 3Y | +55.3% | +40.4% | +14.9% | +24.4% |
| 5Y | +26.9% | +31.2% | -4.3% | -6.8% |
| All | +26.9% | +31.0% | -4.1% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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