+229.2%
MXL vs AGNC
+62.2%
+167.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.9% | +7.8% |
| 7D | +18.9% | -4.7% | +23.6% | +22.9% |
| 30D | +0.3% | -5.7% | +6.0% | +4.4% |
| 3M | -8.0% | +1.9% | -9.9% | -10.6% |
| 6M | +341.2% | +1.8% | +339.4% | +330.5% |
| YTD | +327.8% | +3.4% | +324.4% | +313.3% |
| 1Y | +364.9% | +13.6% | +351.3% | +319.1% |
| 3Y | +229.2% | +60.4% | +168.9% | +142.2% |
| All | +229.2% | +62.2% | +167.0% | +142.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling