+91.4%
DVN vs MDB
+912.7%
-821.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.9% |
| 7D | +10.4% | +6.8% | +3.5% | +9.5% |
| 30D | -6.7% | -6.2% | -0.5% | -6.2% |
| 3M | +5.6% | -29.2% | +34.9% | +8.8% |
| 6M | +0.7% | +10.3% | -9.6% | -2.2% |
| YTD | +29.6% | -20.4% | +49.9% | +29.2% |
| 1Y | +36.3% | -4.8% | +41.1% | +32.3% |
| 3Y | +13.2% | -11.6% | +24.7% | +5.3% |
| 5Y | +38.6% | -41.0% | +79.6% | +26.7% |
| All | +91.4% | +912.7% | -821.3% | +6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling