+1,770.4%
MRVL vs AGNC
+622.7%
+1,147.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.2% |
| 7D | +5.6% | -4.7% | +10.3% | +8.1% |
| 30D | +8.8% | -5.7% | +14.4% | +11.9% |
| 3M | -15.9% | +1.9% | -17.7% | -17.2% |
| 6M | +161.3% | +1.8% | +159.5% | +157.6% |
| YTD | +178.2% | +3.4% | +174.8% | +170.9% |
| 1Y | +255.3% | +13.6% | +241.7% | +229.6% |
| 3Y | +323.1% | +60.4% | +262.7% | +230.2% |
| 5Y | +293.2% | +27.0% | +266.2% | +240.8% |
| 10Y | +1,963.7% | +83.1% | +1,880.6% | +1,368.9% |
| All | +1,770.4% | +622.7% | +1,147.7% | +521.8% |
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 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