+37.6%
DVN vs MDLN
-7.1%
+44.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.5% |
| 7D | +4.5% | -11.1% | +15.6% | +3.6% |
| 30D | +12.0% | -8.4% | +20.3% | +11.4% |
| 3M | +13.4% | -12.4% | +25.8% | +13.2% |
| 6M | +12.1% | -23.3% | +35.4% | +12.6% |
| YTD | +38.8% | -22.5% | +61.4% | +38.4% |
| All | +37.6% | -7.1% | +44.7% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling