+32.5%
MPWR vs AGNC
+2.0%
+30.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +4.0% | -9.0% | -6.5% |
| 7D | +4.1% | +1.5% | +2.6% | +3.5% |
| 30D | -14.8% | +3.9% | -18.7% | -16.4% |
| 3M | -5.4% | -13.5% | +8.1% | +3.4% |
| 6M | -19.6% | -10.6% | -9.0% | -15.0% |
| YTD | +39.8% | -7.2% | +47.0% | +41.0% |
| 1Y | +32.5% | 0.0% | +32.6% | +26.2% |
| All | +32.5% | +2.0% | +30.6% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling