+156.2%
MTZ vs AGNC
+27.2%
+129.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.0% | -0.5% | -1.8% |
| 7D | 0.0% | -4.4% | +4.4% | +2.5% |
| 30D | -14.8% | -5.4% | -9.4% | -12.2% |
| 3M | -30.8% | +3.5% | -34.3% | -32.3% |
| 6M | -22.6% | +1.7% | -24.4% | -23.6% |
| YTD | +6.8% | +3.9% | +3.0% | +4.1% |
| 1Y | +22.1% | +13.8% | +8.3% | +12.9% |
| 3Y | +153.1% | +63.3% | +89.8% | +91.6% |
| All | +156.2% | +27.2% | +129.0% | +134.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling