+201.0%
MET vs AGNC
+622.7%
-421.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -0.5% | -4.7% | +4.2% | +2.4% |
| 30D | +0.5% | -5.7% | +6.2% | +4.0% |
| 3M | +11.6% | +1.9% | +9.7% | +9.9% |
| 6M | +40.8% | +1.8% | +39.0% | +38.2% |
| YTD | +25.7% | +3.4% | +22.2% | +21.7% |
| 1Y | +24.4% | +13.6% | +10.8% | +13.3% |
| 3Y | +67.5% | +60.4% | +7.1% | +20.1% |
| 5Y | +85.8% | +27.0% | +58.8% | +49.3% |
| 10Y | +246.8% | +83.1% | +163.7% | +107.5% |
| All | +201.0% | +622.7% | -421.7% | -62.2% |
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