+159.7%
MPWR vs AGNC
+62.2%
+97.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.4% |
| 7D | +0.9% | -4.7% | +5.6% | +4.8% |
| 30D | -13.4% | -5.7% | -7.7% | -9.4% |
| 3M | -22.2% | +1.9% | -24.1% | -24.4% |
| 6M | +15.7% | +1.8% | +13.9% | +12.5% |
| YTD | +36.7% | +3.4% | +33.2% | +30.9% |
| 1Y | +47.9% | +13.6% | +34.3% | +29.9% |
| 3Y | +159.7% | +60.4% | +99.3% | +66.8% |
| All | +159.7% | +62.2% | +97.5% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling