+1,017.5%
MDB vs AGNC
+47.5%
+970.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.5% |
| 7D | -4.5% | -1.0% | -3.5% | -4.0% |
| 30D | -14.0% | -1.2% | -12.8% | -13.4% |
| 3M | +5.3% | +5.4% | -0.1% | +2.4% |
| 6M | +31.9% | +6.7% | +25.2% | +26.6% |
| YTD | -14.6% | +7.1% | -21.7% | -18.4% |
| 1Y | +8.2% | +16.3% | -8.0% | -1.2% |
| 3Y | -5.0% | +68.5% | -73.5% | -29.2% |
| 5Y | -24.5% | +31.4% | -55.9% | -38.1% |
| All | +1,017.5% | +47.5% | +970.0% | +775.1% |
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