+120.5%
DVN vs MDB
-24.3%
+144.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -0.1% | -4.5% | +4.4% | +0.3% |
| 30D | +8.0% | -14.0% | +22.0% | +9.1% |
| 3M | +11.9% | +5.3% | +6.6% | +10.7% |
| 6M | +10.6% | +31.9% | -21.2% | +6.6% |
| YTD | +35.4% | -14.6% | +50.0% | +35.1% |
| 1Y | +46.5% | +8.2% | +38.2% | +41.9% |
| 3Y | +3.0% | -5.0% | +8.0% | -4.1% |
| 5Y | +120.5% | -24.5% | +145.1% | +103.4% |
| All | +120.5% | -24.3% | +144.8% | +103.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling