+628.3%
AGNC vs MCO
+1,275.5%
-647.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.9% |
| 7D | -4.7% | -3.8% | -0.9% | -3.6% |
| 30D | -5.7% | -0.4% | -5.3% | -5.6% |
| 3M | +1.9% | +7.7% | -5.9% | -0.6% |
| 6M | +1.8% | +7.0% | -5.2% | -0.7% |
| YTD | +3.4% | -6.4% | +9.9% | +4.6% |
| 1Y | +13.6% | -7.6% | +21.2% | +15.1% |
| 3Y | +60.4% | +43.2% | +17.1% | +41.3% |
| 5Y | +27.0% | +29.6% | -2.6% | +13.9% |
| 10Y | +83.1% | +389.2% | -306.1% | +13.9% |
| All | +628.3% | +1,275.5% | -647.2% | +194.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling