-16.0%
MCD vs AGNC
+13.3%
-29.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -1.2% | -4.7% | +3.5% | -0.4% |
| 30D | -7.8% | -5.7% | -2.1% | -6.9% |
| 3M | -10.7% | +1.9% | -12.6% | -10.9% |
| 6M | -21.3% | +1.8% | -23.1% | -21.7% |
| YTD | -15.8% | +3.4% | -19.2% | -17.5% |
| 1Y | -16.0% | +13.6% | -29.6% | -20.2% |
| All | -16.0% | +13.3% | -29.3% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 AGNC 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