+27.1%
MTZ vs AGNC
+13.3%
+13.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | +1.4% | -4.7% | +6.1% | +3.8% |
| 30D | -14.5% | -5.7% | -8.8% | -12.0% |
| 3M | -32.9% | +1.9% | -34.8% | -33.7% |
| 6M | -20.8% | +1.8% | -22.6% | -22.3% |
| YTD | +10.6% | +3.4% | +7.2% | +9.8% |
| 1Y | +27.1% | +13.6% | +13.5% | +27.1% |
| All | +27.1% | +13.3% | +13.8% | +27.1% |
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