+628.3%
AGNC vs MDY
+436.7%
+191.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.9% |
| 7D | -4.7% | -1.9% | -2.8% | -3.6% |
| 30D | -5.7% | -4.6% | -1.0% | -2.9% |
| 3M | +1.9% | -1.2% | +3.1% | +2.6% |
| 6M | +1.8% | +9.2% | -7.4% | -3.5% |
| YTD | +3.4% | +13.1% | -9.6% | -4.0% |
| 1Y | +13.6% | +13.0% | +0.6% | +5.3% |
| 3Y | +60.4% | +49.2% | +11.2% | +25.2% |
| 5Y | +27.0% | +47.2% | -20.3% | -0.1% |
| 10Y | +83.1% | +176.0% | -92.9% | -0.9% |
| All | +628.3% | +436.7% | +191.6% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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