+96.2%
DVN vs MDB
+1,017.4%
-921.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | -1.0% |
| 7D | +1.5% | -17.4% | +18.9% | +3.6% |
| 30D | +14.2% | -2.0% | +16.2% | +14.0% |
| 3M | +5.2% | -3.0% | +8.3% | +4.8% |
| 6M | +11.9% | +48.7% | -36.8% | +5.2% |
| YTD | +32.8% | -12.1% | +45.0% | +31.8% |
| 1Y | +38.6% | +14.5% | +24.1% | +32.3% |
| 3Y | +0.5% | -6.1% | +6.7% | -6.7% |
| 5Y | +111.0% | -27.3% | +138.4% | +88.3% |
| All | +96.2% | +1,017.4% | -921.2% | +8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling