+265.1%
MU vs AGNC
+2.0%
+263.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +4.0% | -11.0% | -8.9% |
| 7D | -19.1% | +1.5% | -20.6% | -19.7% |
| 30D | -25.2% | +3.9% | -29.2% | -27.0% |
| 3M | -10.9% | -13.5% | +2.6% | -1.0% |
| 6M | +38.0% | -10.6% | +48.6% | +47.1% |
| YTD | +178.8% | -7.2% | +186.0% | +181.5% |
| 1Y | +265.1% | 0.0% | +265.2% | +242.9% |
| All | +265.1% | +2.0% | +263.2% | +242.9% |
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 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