+39.0%
DVN vs MDB
-8.5%
+47.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.1% | -5.3% | -7.4% |
| 7D | -13.9% | -16.5% | +2.6% | -14.2% |
| 30D | -8.0% | -8.6% | +0.5% | -8.1% |
| 3M | +0.8% | -13.6% | +14.4% | +0.7% |
| 6M | -12.8% | +24.1% | -36.8% | -11.0% |
| YTD | +22.7% | -21.8% | +44.5% | +20.5% |
| 1Y | +39.0% | -7.7% | +46.7% | +38.0% |
| All | +39.0% | -8.5% | +47.5% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling