+81.7%
MDLZ vs AGNC
+83.7%
-2.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +1.9% | -4.7% | +6.6% | +2.9% |
| 30D | +0.4% | -5.7% | +6.1% | +1.7% |
| 3M | -0.6% | +1.9% | -2.5% | -1.1% |
| 6M | +14.7% | +1.8% | +12.9% | +14.0% |
| YTD | +18.0% | +3.4% | +14.5% | +16.6% |
| 1Y | +4.1% | +13.6% | -9.5% | +0.8% |
| 3Y | -4.6% | +60.4% | -64.9% | -15.2% |
| 5Y | +18.4% | +27.0% | -8.6% | +9.6% |
| All | +81.7% | +83.7% | -2.0% | +57.8% |
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