+9.5%
DVN vs MCO
+42.6%
-33.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | +4.5% | -3.8% | +8.3% | +5.2% |
| 30D | +12.0% | -0.4% | +12.4% | +11.9% |
| 3M | +13.4% | +7.7% | +5.7% | +10.8% |
| 6M | +12.1% | +7.0% | +5.1% | +9.4% |
| YTD | +38.8% | -6.4% | +45.2% | +40.4% |
| 1Y | +46.0% | -7.6% | +53.7% | +48.3% |
| 3Y | +9.5% | +43.2% | -33.7% | -6.0% |
| All | +9.5% | +42.6% | -33.1% | -6.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling