+39.2%
AGNC vs MULL
+2,337.2%
-2,297.9%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.3% |
| 7D | -4.7% | -8.4% | +3.7% | -4.4% |
| 30D | -5.7% | +9.7% | -15.4% | -6.2% |
| 3M | +1.9% | -26.8% | +28.6% | +1.2% |
| 6M | +1.8% | +220.7% | -218.9% | -9.0% |
| YTD | +3.4% | +509.0% | -505.6% | -11.9% |
| 1Y | +13.6% | +1,739.5% | -1,725.9% | -11.8% |
| All | +39.2% | +2,337.2% | -2,297.9% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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