+2,396.1%
MUU vs AGNC
+29.9%
+2,366.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.4% |
| 7D | -8.2% | -4.7% | -3.5% | +0.2% |
| 30D | +10.2% | -5.7% | +15.8% | +21.9% |
| 3M | -26.5% | +1.9% | -28.4% | -33.5% |
| 6M | +227.2% | +1.8% | +225.4% | +200.8% |
| YTD | +527.4% | +3.4% | +524.0% | +464.1% |
| 1Y | +1,843.7% | +13.6% | +1,830.1% | +1,320.7% |
| All | +2,396.1% | +29.9% | +2,366.2% | +1,345.4% |
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