+243.8%
MET vs AGNC
+83.7%
+160.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -0.5% | -4.7% | +4.2% | +1.9% |
| 30D | +0.5% | -5.7% | +6.2% | +3.4% |
| 3M | +11.6% | +1.9% | +9.7% | +10.2% |
| 6M | +40.8% | +1.8% | +39.0% | +38.7% |
| YTD | +25.7% | +3.4% | +22.2% | +22.4% |
| 1Y | +24.4% | +13.6% | +10.8% | +15.2% |
| 3Y | +67.5% | +60.4% | +7.1% | +28.1% |
| 5Y | +85.8% | +27.0% | +58.8% | +60.3% |
| All | +243.8% | +83.7% | +160.1% | +187.3% |
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