+50.5%
MP vs AGNC
+26.8%
+23.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.0% | -2.4% | -3.4% |
| 7D | -4.6% | -4.4% | -0.2% | -1.5% |
| 30D | -7.1% | -5.4% | -1.7% | -3.5% |
| 3M | -4.0% | +3.5% | -7.5% | -6.8% |
| 6M | -16.7% | +1.7% | -18.4% | -18.3% |
| YTD | +1.6% | +3.9% | -2.3% | -1.4% |
| 1Y | -17.8% | +13.8% | -31.6% | -25.4% |
| 3Y | +139.6% | +63.3% | +76.3% | +69.1% |
| 5Y | +50.5% | +27.5% | +23.0% | +54.8% |
| All | +50.5% | +26.8% | +23.6% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling