+332.9%
MMM vs AGNC
+625.5%
-292.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | +0.1% |
| 7D | -3.2% | -4.4% | +1.2% | -1.8% |
| 30D | -10.7% | -5.4% | -5.3% | -9.1% |
| 3M | +4.3% | +3.5% | +0.8% | +3.0% |
| 6M | +5.9% | +1.7% | +4.2% | +5.1% |
| YTD | +3.2% | +3.9% | -0.7% | +1.7% |
| 1Y | +8.0% | +13.8% | -5.8% | +3.2% |
| 3Y | +99.1% | +63.3% | +35.8% | +68.6% |
| 5Y | +25.7% | +27.5% | -1.7% | +13.2% |
| 10Y | +53.3% | +83.8% | -30.5% | +19.6% |
| All | +332.9% | +625.5% | -292.6% | +81.8% |
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 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