+192.1%
MXL vs AGNC
-0.6%
+192.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.1% | -0.6% | -21.5% | -21.9% |
| 7D | -38.1% | -0.1% | -38.0% | -37.9% |
| 30D | -59.5% | +2.8% | -62.2% | -59.9% |
| 3M | -34.3% | -14.2% | -20.1% | -25.9% |
| 6M | -45.8% | -11.7% | -34.1% | -41.1% |
| YTD | +154.2% | -7.7% | +161.9% | +160.9% |
| 1Y | +192.1% | -1.2% | +193.3% | +178.5% |
| All | +192.1% | -0.6% | +192.7% | +178.5% |
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