+11,822.8%
MU vs AGNC
+648.3%
+11,174.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.3% | +3.7% |
| 7D | +7.5% | -1.0% | +8.5% | +8.1% |
| 30D | +19.4% | -1.2% | +20.6% | +20.1% |
| 3M | +9.8% | +5.4% | +4.5% | +5.8% |
| 6M | +164.1% | +6.7% | +157.4% | +152.5% |
| YTD | +260.3% | +7.1% | +253.2% | +244.5% |
| 1Y | +661.2% | +16.3% | +644.9% | +592.6% |
| 3Y | +1,380.8% | +68.5% | +1,312.4% | +977.0% |
| 5Y | +1,346.4% | +31.4% | +1,315.0% | +1,093.7% |
| 10Y | +6,169.9% | +89.6% | +6,080.3% | +3,853.3% |
| All | +11,822.8% | +648.3% | +11,174.5% | +2,524.3% |
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