+1,691.3%
MCK vs AGNC
+618.4%
+1,072.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.5% |
| 7D | +0.3% | -5.3% | +5.6% | +1.5% |
| 30D | +4.9% | -6.9% | +11.9% | +6.6% |
| 3M | +16.3% | +1.2% | +15.2% | +15.9% |
| 6M | -3.0% | +5.6% | -8.5% | -4.4% |
| YTD | +11.4% | +2.8% | +8.6% | +10.2% |
| 1Y | +28.6% | +13.5% | +15.1% | +24.2% |
| 3Y | +120.0% | +55.3% | +64.7% | +94.5% |
| 5Y | +358.2% | +26.9% | +331.4% | +320.3% |
| 10Y | +486.1% | +79.7% | +406.5% | +376.1% |
| All | +1,691.3% | +618.4% | +1,072.8% | +700.6% |
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