+504.3%
MUU vs AGNC
+2.0%
+502.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +4.0% | -18.0% | -17.7% |
| 7D | -35.9% | +1.5% | -37.3% | -37.0% |
| 30D | -47.1% | +3.9% | -51.1% | -50.1% |
| 3M | -29.8% | -13.5% | -16.4% | -14.5% |
| 6M | +16.0% | -10.6% | +26.6% | +29.7% |
| YTD | +286.1% | -7.2% | +293.3% | +292.0% |
| 1Y | +504.3% | 0.0% | +504.4% | +431.3% |
| All | +504.3% | +2.0% | +502.4% | +431.3% |
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 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