+2,981.5%
MUU vs AGNC
+22.6%
+2,958.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | -0.1% | +11.7% | +11.7% |
| 7D | +17.4% | -1.2% | +18.6% | +19.3% |
| 30D | +24.0% | +0.9% | +23.0% | +21.8% |
| 3M | -23.9% | +7.0% | -30.9% | -34.2% |
| 6M | +284.4% | +3.9% | +280.5% | +260.5% |
| YTD | +583.7% | +8.5% | +575.2% | +511.4% |
| 1Y | +2,981.5% | +19.6% | +2,961.9% | +2,418.8% |
| All | +2,981.5% | +22.6% | +2,958.9% | +2,418.8% |
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 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