+604.3%
MTUM vs AGNC
+74.5%
+529.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +0.7% | -4.7% | +5.4% | +2.2% |
| 30D | -2.4% | -5.7% | +3.2% | -0.8% |
| 3M | -3.6% | +1.9% | -5.5% | -4.4% |
| 6M | +23.7% | +1.8% | +21.9% | +22.7% |
| YTD | +22.9% | +3.4% | +19.5% | +21.3% |
| 1Y | +21.8% | +13.6% | +8.2% | +16.7% |
| 3Y | +114.4% | +60.4% | +54.1% | +84.3% |
| 5Y | +79.6% | +27.0% | +52.6% | +63.0% |
| 10Y | +356.2% | +83.1% | +273.2% | +274.2% |
| All | +604.3% | +74.5% | +529.8% | +456.0% |
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 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