+1,677.2%
MPWR vs AGNC
+83.7%
+1,593.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.3% |
| 7D | +0.9% | -4.7% | +5.6% | +3.7% |
| 30D | -13.4% | -5.7% | -7.7% | -10.4% |
| 3M | -22.2% | +1.9% | -24.1% | -23.6% |
| 6M | +15.7% | +1.8% | +13.9% | +13.8% |
| YTD | +36.7% | +3.4% | +33.2% | +33.3% |
| 1Y | +47.9% | +13.6% | +34.3% | +36.0% |
| 3Y | +159.7% | +60.4% | +99.3% | +97.9% |
| 5Y | +159.1% | +27.0% | +132.2% | +117.8% |
| All | +1,677.2% | +83.7% | +1,593.5% | +1,226.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling