+23.0%
MMM vs AGNC
+2.0%
+21.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.0% | +5.6% | +7.4% |
| 7D | +12.2% | +1.5% | +10.8% | +11.3% |
| 30D | +18.8% | +3.9% | +14.9% | +16.5% |
| 3M | +7.4% | -13.5% | +20.8% | +14.0% |
| 6M | +38.3% | -10.6% | +48.9% | +44.3% |
| YTD | +22.9% | -7.2% | +30.0% | +29.2% |
| 1Y | +23.0% | 0.0% | +23.0% | +27.6% |
| All | +23.0% | +2.0% | +21.0% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling