+1,925.8%
MRVL vs AGNC
+83.7%
+1,842.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | +5.6% | -4.7% | +10.3% | +8.4% |
| 30D | +8.8% | -5.7% | +14.4% | +12.3% |
| 3M | -15.9% | +1.9% | -17.7% | -17.4% |
| 6M | +161.3% | +1.8% | +159.5% | +156.9% |
| YTD | +178.2% | +3.4% | +174.8% | +169.6% |
| 1Y | +255.3% | +13.6% | +241.7% | +225.8% |
| 3Y | +323.1% | +60.4% | +262.7% | +219.2% |
| 5Y | +293.2% | +27.0% | +266.2% | +228.0% |
| All | +1,925.8% | +83.7% | +1,842.1% | +1,449.0% |
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