+159.3%
MP vs AGNC
+53.4%
+105.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.2% |
| 7D | +9.5% | -6.3% | +15.7% | +14.6% |
| 30D | -3.0% | -3.1% | +0.1% | -1.0% |
| 3M | -30.4% | -22.1% | -8.3% | -16.7% |
| 6M | -39.2% | -16.9% | -22.3% | -31.2% |
| YTD | -23.3% | -13.9% | -9.4% | -15.2% |
| 1Y | -32.6% | -6.9% | -25.8% | -29.8% |
| 3Y | +159.3% | +50.9% | +108.4% | +43.1% |
| All | +159.3% | +53.4% | +105.9% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling