+21.7%
DVN vs MDLN
+15.3%
+6.4%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +18.4% | -25.7% | -4.2% |
| 7D | -13.9% | +24.7% | -38.6% | -10.4% |
| 30D | -8.0% | +12.7% | -20.8% | -5.3% |
| 3M | +0.8% | -4.0% | +4.8% | +3.9% |
| 6M | -12.8% | -8.7% | -4.1% | -8.6% |
| YTD | +22.7% | -3.9% | +26.7% | +27.3% |
| All | +21.7% | +15.3% | +6.4% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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