+9.1%
MDB vs AGNC
+13.3%
-4.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | -1.8% | -4.7% | +2.9% | -0.8% |
| 30D | -17.3% | -5.7% | -11.6% | -16.2% |
| 3M | +2.2% | +1.9% | +0.3% | +2.2% |
| 6M | +33.9% | +1.8% | +32.1% | +31.9% |
| YTD | -13.7% | +3.4% | -17.1% | -13.2% |
| 1Y | +9.1% | +13.6% | -4.5% | +7.2% |
| All | +9.1% | +13.3% | -4.2% | +7.2% |
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