+349.5%
MTUM vs AGNC
+83.7%
+265.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.7% | -4.7% | +5.4% | +2.3% |
| 30D | -2.4% | -5.7% | +3.2% | -0.6% |
| 3M | -3.6% | +1.9% | -5.5% | -4.5% |
| 6M | +23.7% | +1.8% | +21.9% | +22.5% |
| YTD | +22.9% | +3.4% | +19.5% | +21.0% |
| 1Y | +21.8% | +13.6% | +8.2% | +16.1% |
| 3Y | +114.4% | +60.4% | +54.1% | +80.8% |
| 5Y | +79.6% | +27.0% | +52.6% | +62.2% |
| All | +349.5% | +83.7% | +265.8% | +264.7% |
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