0.0%
AGNC vs MTB
+27.0%
-27.0%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.6% |
| 7D | +1.5% | +2.0% | -0.5% | +0.8% |
| 30D | +3.9% | +2.9% | +1.0% | +2.9% |
| 3M | -13.5% | -10.7% | -2.8% | -10.6% |
| 6M | -10.6% | +6.3% | -17.0% | -12.6% |
| YTD | -7.2% | +13.8% | -21.0% | -10.8% |
| 1Y | 0.0% | +27.7% | -27.8% | -6.2% |
| All | 0.0% | +27.0% | -27.0% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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