-6.9%
AGNC vs MLM
-16.0%
+9.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.6% |
| 7D | -6.3% | -0.9% | -5.4% | -6.0% |
| 30D | -3.1% | +9.0% | -12.1% | -5.8% |
| 3M | -22.1% | -5.6% | -16.5% | -20.8% |
| 6M | -16.9% | -10.7% | -6.2% | -14.6% |
| YTD | -13.9% | -17.2% | +3.3% | -12.8% |
| 1Y | -6.9% | -14.2% | +7.3% | -7.3% |
| All | -6.9% | -16.0% | +9.1% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling