+129.9%
MRK vs AGNC
+26.7%
+103.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -4.3% | -4.7% | +0.4% | -3.6% |
| 30D | +8.3% | -5.7% | +14.0% | +9.2% |
| 3M | +20.0% | +1.9% | +18.2% | +19.8% |
| 6M | +25.7% | +1.8% | +23.9% | +25.2% |
| YTD | +38.7% | +3.4% | +35.3% | +37.8% |
| 1Y | +74.7% | +13.6% | +61.1% | +71.3% |
| 3Y | +45.4% | +60.4% | -15.0% | +37.6% |
| All | +129.9% | +26.7% | +103.2% | +102.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling