+114.4%
MTUM vs AGNC
+62.2%
+52.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.7% | -4.7% | +5.4% | +2.4% |
| 30D | -2.4% | -5.7% | +3.2% | -0.5% |
| 3M | -3.6% | +1.9% | -5.5% | -4.7% |
| 6M | +23.7% | +1.8% | +21.9% | +22.3% |
| YTD | +22.9% | +3.4% | +19.5% | +20.8% |
| 1Y | +21.8% | +13.6% | +8.2% | +15.8% |
| 3Y | +114.4% | +60.4% | +54.1% | +87.0% |
| All | +114.4% | +62.2% | +52.3% | +87.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling