+664.2%
AGNC vs MLM
+443.3%
+220.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | -1.2% | -2.9% | +1.7% | -0.4% |
| 30D | +0.9% | -6.8% | +7.7% | +2.9% |
| 3M | +7.0% | -11.2% | +18.2% | +10.3% |
| 6M | +3.9% | -21.8% | +25.7% | +10.9% |
| YTD | +8.5% | -17.0% | +25.5% | +13.6% |
| 1Y | +19.6% | -16.4% | +35.9% | +24.6% |
| 3Y | +66.1% | +14.5% | +51.6% | +57.2% |
| 5Y | +31.8% | +41.7% | -9.9% | +16.5% |
| 10Y | +87.0% | +200.0% | -113.0% | +29.2% |
| All | +664.2% | +443.3% | +220.8% | +304.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling