+628.3%
AGNC vs MTB
+353.3%
+275.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -4.7% | 0.0% | -4.7% | -4.7% |
| 30D | -5.7% | -4.8% | -0.9% | -4.4% |
| 3M | +1.9% | +6.0% | -4.1% | +0.1% |
| 6M | +1.8% | +19.6% | -17.8% | -3.3% |
| YTD | +3.4% | +21.5% | -18.0% | -2.3% |
| 1Y | +13.6% | +24.7% | -11.1% | +6.4% |
| 3Y | +60.4% | +108.6% | -48.2% | +28.6% |
| 5Y | +27.0% | +106.7% | -79.7% | 0.0% |
| 10Y | +83.1% | +172.5% | -89.4% | +26.5% |
| All | +628.3% | +353.3% | +275.0% | +295.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling