+601.8%
MCD vs AGNC
+660.4%
-58.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.2% | 0.0% |
| 7D | -2.0% | +0.8% | -2.8% | -2.2% |
| 30D | -6.1% | -0.4% | -5.8% | -6.1% |
| 3M | -7.3% | +9.2% | -16.4% | -9.2% |
| 6M | -20.9% | +7.4% | -28.4% | -22.4% |
| YTD | -14.7% | +8.8% | -23.5% | -16.6% |
| 1Y | -16.1% | +18.3% | -34.4% | -19.7% |
| 3Y | -1.5% | +71.2% | -72.7% | -14.4% |
| 5Y | +20.4% | +34.8% | -14.3% | +9.2% |
| 10Y | +180.0% | +85.8% | +94.2% | +129.1% |
| All | +601.8% | +660.4% | -58.7% | +264.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling