+427.0%
MCK vs AGNC
+83.7%
+343.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -2.9% | -4.7% | +1.8% | -2.1% |
| 30D | +0.4% | -5.7% | +6.1% | +1.4% |
| 3M | +12.1% | +1.9% | +10.2% | +11.7% |
| 6M | -5.4% | +1.8% | -7.2% | -6.0% |
| YTD | +7.8% | +3.4% | +4.3% | +6.8% |
| 1Y | +22.9% | +13.6% | +9.3% | +19.7% |
| 3Y | +110.7% | +60.4% | +50.4% | +90.4% |
| 5Y | +346.2% | +27.0% | +319.2% | +325.4% |
| All | +427.0% | +83.7% | +343.4% | +376.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling