+1,308.2%
MU vs AGNC
+62.2%
+1,246.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | -4.1% | -4.7% | +0.6% | -1.0% |
| 30D | +7.0% | -5.7% | +12.7% | +11.0% |
| 3M | -2.1% | +1.9% | -3.9% | -4.3% |
| 6M | +133.1% | +1.8% | +131.3% | +128.1% |
| YTD | +241.9% | +3.4% | +238.5% | +232.3% |
| 1Y | +548.8% | +13.6% | +535.1% | +493.3% |
| 3Y | +1,308.2% | +60.4% | +1,247.8% | +997.8% |
| All | +1,308.2% | +62.2% | +1,246.0% | +997.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling