+2,278.6%
MTZ vs AGNC
+660.4%
+1,618.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.6% |
| 7D | +3.6% | +0.8% | +2.8% | +3.2% |
| 30D | -9.6% | -0.4% | -9.3% | -9.5% |
| 3M | -31.9% | +9.2% | -41.1% | -35.0% |
| 6M | -13.8% | +7.4% | -21.2% | -17.0% |
| YTD | +13.3% | +8.8% | +4.4% | +8.2% |
| 1Y | +39.3% | +18.3% | +21.0% | +27.3% |
| 3Y | +168.3% | +71.2% | +97.2% | +102.5% |
| 5Y | +166.4% | +34.8% | +131.6% | +121.5% |
| 10Y | +739.9% | +85.8% | +654.1% | +504.7% |
| All | +2,278.6% | +660.4% | +1,618.1% | +689.9% |
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