Mobile agent technology has been proposed for various fault-sensitive application areas, including electronic commerce, systems management and active messaging. Recently proposed protocols providing the exactly-once execution of mobile agents allow the usage of mobile agents in these application areas. Based on these protocols, a mechanism for the application-initiated partial rollback of the agent execution is presented in this paper. The rollback mechanism uses compensating operations to roll back the effects of the agent execution on the resources and uses a mixture of physical logging and compensating operations to rollback the state of the agent. The introduction of different types of compensating operations and the integration of an itinerary concept with the rollback mechanism allows performance improvements during the agent rollback as well as during the normal agent execution.