+762.5%
DVN vs MCK
+6,818.8%
-6,056.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +4.5% | -2.9% | +7.4% | +5.3% |
| 30D | +12.0% | +0.4% | +11.5% | +11.7% |
| 3M | +13.4% | +12.1% | +1.3% | +9.7% |
| 6M | +12.1% | -5.4% | +17.6% | +13.1% |
| YTD | +38.8% | +7.8% | +31.0% | +34.5% |
| 1Y | +46.0% | +22.9% | +23.1% | +36.3% |
| 3Y | +9.5% | +110.7% | -101.2% | -13.5% |
| 5Y | +125.3% | +346.2% | -220.9% | +44.7% |
| 10Y | +66.6% | +440.1% | -373.5% | -0.4% |
| All | +762.5% | +6,818.8% | -6,056.3% | +245.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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