-8.1%
MDB vs AGNC
+62.2%
-70.3%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.9% |
| 7D | -1.8% | -4.7% | +2.9% | +0.6% |
| 30D | -17.3% | -5.7% | -11.6% | -14.8% |
| 3M | +2.2% | +1.9% | +0.3% | +1.0% |
| 6M | +33.9% | +1.8% | +32.1% | +31.4% |
| YTD | -13.7% | +3.4% | -17.1% | -16.3% |
| 1Y | +9.1% | +13.6% | -4.5% | -0.3% |
| 3Y | -8.1% | +60.4% | -68.5% | -27.7% |
| All | -8.1% | +62.2% | -70.3% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling