+67.3%
DVN vs MCO
+393.6%
-326.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.4% |
| 7D | +4.5% | -3.8% | +8.3% | +6.6% |
| 30D | +12.0% | -0.4% | +12.4% | +11.8% |
| 3M | +13.4% | +7.7% | +5.7% | +7.5% |
| 6M | +12.1% | +7.0% | +5.1% | +5.8% |
| YTD | +38.8% | -6.4% | +45.2% | +39.1% |
| 1Y | +46.0% | -7.6% | +53.7% | +46.7% |
| 3Y | +9.5% | +43.2% | -33.7% | -18.3% |
| 5Y | +125.3% | +29.6% | +95.7% | +73.9% |
| All | +67.3% | +393.6% | -326.4% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 10y: compounded portfolio wealth divided by compounded MCO 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…
10y analysis · Full analysis span regression · 6 months rolling