+200.3%
MDT vs AGNC
+622.7%
-422.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -3.4% | -4.7% | +1.3% | -2.1% |
| 30D | +0.2% | -5.7% | +5.9% | +1.9% |
| 3M | +14.3% | +1.9% | +12.4% | +13.6% |
| 6M | +4.0% | +1.8% | +2.2% | +3.2% |
| YTD | -3.7% | +3.4% | -7.1% | -5.0% |
| 1Y | -0.4% | +13.6% | -14.0% | -4.5% |
| 3Y | +23.3% | +60.4% | -37.0% | +6.0% |
| 5Y | -18.9% | +27.0% | -45.9% | -26.6% |
| 10Y | +39.2% | +83.1% | -43.9% | +11.2% |
| All | +200.3% | +622.7% | -422.4% | +56.0% |
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