+31.4%
AGNC vs MLM
+40.7%
-9.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.9% |
| 7D | -1.0% | -2.7% | +1.7% | 0.0% |
| 30D | -1.2% | -8.3% | +7.1% | +2.0% |
| 3M | +5.4% | -12.0% | +17.3% | +10.1% |
| 6M | +6.7% | -17.6% | +24.3% | +14.2% |
| YTD | +7.1% | -18.9% | +26.0% | +14.6% |
| 1Y | +16.3% | -17.6% | +33.9% | +23.3% |
| 3Y | +68.5% | +16.8% | +51.7% | +50.5% |
| 5Y | +31.4% | +41.0% | -9.6% | +7.2% |
| All | +31.4% | +40.7% | -9.3% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling