+671.3%
MPC vs AGNC
+26.8%
+644.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.3% | -1.0% |
| 7D | +1.2% | -4.4% | +5.6% | +2.4% |
| 30D | +17.0% | -5.4% | +22.4% | +18.7% |
| 3M | +49.5% | +3.5% | +46.0% | +47.6% |
| 6M | +83.5% | +1.7% | +81.8% | +81.2% |
| YTD | +144.1% | +3.9% | +140.2% | +139.2% |
| 1Y | +119.6% | +13.8% | +105.8% | +108.5% |
| 3Y | +168.1% | +63.3% | +104.7% | +126.0% |
| 5Y | +671.3% | +27.5% | +643.9% | +688.3% |
| All | +671.3% | +26.8% | +644.5% | +688.3% |
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