+26.4%
AGNC vs MNDY
-76.8%
+103.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.6% |
| 7D | -4.7% | -4.6% | -0.1% | -4.3% |
| 30D | -5.7% | +1.0% | -6.7% | -6.0% |
| 3M | +1.9% | +9.1% | -7.3% | +0.5% |
| 6M | +1.8% | +14.2% | -12.4% | -0.7% |
| YTD | +3.4% | -41.1% | +44.6% | +7.6% |
| 1Y | +13.6% | -54.7% | +68.3% | +21.1% |
| 3Y | +60.4% | -50.6% | +110.9% | +62.2% |
| All | +26.4% | -76.8% | +103.3% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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