+3,174.0%
MPC vs AGNC
+173.7%
+3,000.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.1% |
| 7D | +3.9% | +0.8% | +3.1% | +3.4% |
| 30D | +33.8% | -0.4% | +34.1% | +33.9% |
| 3M | +49.9% | +9.2% | +40.7% | +41.7% |
| 6M | +80.9% | +7.4% | +73.5% | +70.8% |
| YTD | +147.4% | +8.8% | +138.6% | +131.2% |
| 1Y | +123.2% | +18.3% | +104.9% | +97.9% |
| 3Y | +171.7% | +71.2% | +100.5% | +88.2% |
| 5Y | +678.6% | +34.8% | +643.8% | +511.5% |
| 10Y | +1,134.0% | +85.8% | +1,048.2% | +700.6% |
| All | +3,174.0% | +173.7% | +3,000.3% | +1,420.8% |
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