0.0%
AGNC vs MUB
+0.1%
-0.1%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.5% | +2.8% |
| 7D | +1.5% | +0.6% | +0.9% | 0.0% |
| 30D | +3.9% | +3.2% | +0.7% | -4.5% |
| 3M | -13.5% | -1.1% | -12.4% | -8.0% |
| 6M | -10.6% | -1.1% | -9.5% | -4.4% |
| YTD | -7.2% | -0.5% | -6.7% | -2.5% |
| 1Y | 0.0% | 0.0% | 0.0% | +4.4% |
| All | 0.0% | +0.1% | -0.1% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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