+5,423.6%
MPWR vs AGNC
+625.5%
+4,798.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.6% | +0.1% |
| 7D | -2.3% | -4.4% | +2.1% | 0.0% |
| 30D | -15.4% | -5.4% | -10.0% | -13.1% |
| 3M | -19.4% | +3.5% | -22.8% | -21.1% |
| 6M | +12.7% | +1.7% | +11.0% | +11.3% |
| YTD | +31.3% | +3.9% | +27.5% | +28.4% |
| 1Y | +39.7% | +13.8% | +25.8% | +30.0% |
| 3Y | +142.2% | +63.3% | +78.9% | +90.4% |
| 5Y | +149.0% | +27.5% | +121.5% | +117.1% |
| 10Y | +1,653.1% | +83.8% | +1,569.3% | +1,159.7% |
| All | +5,423.6% | +625.5% | +4,798.1% | +1,763.5% |
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