+133.4%
MP vs AGNC
+62.2%
+71.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -7.4% | -4.7% | -2.7% | -4.5% |
| 30D | -6.7% | -5.7% | -1.0% | -3.1% |
| 3M | -11.7% | +1.9% | -13.5% | -13.3% |
| 6M | -18.9% | +1.8% | -20.7% | -20.5% |
| YTD | 0.0% | +3.4% | -3.5% | -2.4% |
| 1Y | -19.9% | +13.6% | -33.5% | -26.4% |
| 3Y | +133.4% | +60.4% | +73.0% | +84.9% |
| All | +133.4% | +62.2% | +71.2% | +84.9% |
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