+26.4%
AGNC vs MKC
-33.0%
+59.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -4.7% | -1.5% | -3.2% | -4.4% |
| 30D | -5.7% | -3.1% | -2.6% | -5.1% |
| 3M | +1.9% | +5.2% | -3.3% | +0.5% |
| 6M | +1.8% | -12.8% | +14.6% | +4.5% |
| YTD | +3.4% | -23.3% | +26.7% | +9.0% |
| 1Y | +13.6% | -24.1% | +37.7% | +19.9% |
| 3Y | +60.4% | -32.1% | +92.5% | +74.0% |
| All | +26.4% | -33.0% | +59.4% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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