+9.8%
MTUM vs AGNC
0.0%
+9.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.0% | -3.0% |
| 7D | -10.1% | +1.5% | -11.6% | -10.4% |
| 30D | -15.6% | +3.9% | -19.5% | -16.4% |
| 3M | -12.7% | -13.5% | +0.7% | -8.2% |
| 6M | -3.7% | -10.6% | +6.9% | -0.6% |
| YTD | +9.4% | -7.2% | +16.6% | +10.9% |
| All | +9.8% | 0.0% | +9.9% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling