+9.5%
DVN vs MDY
+48.5%
-39.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | -0.1% |
| 7D | +4.5% | -1.9% | +6.4% | +5.9% |
| 30D | +12.0% | -4.6% | +16.6% | +15.6% |
| 3M | +13.4% | -1.2% | +14.6% | +13.7% |
| 6M | +12.1% | +9.2% | +2.9% | +2.0% |
| YTD | +38.8% | +13.1% | +25.8% | +21.7% |
| 1Y | +46.0% | +13.0% | +33.0% | +27.9% |
| 3Y | +9.5% | +49.2% | -39.7% | -23.5% |
| All | +9.5% | +48.5% | -39.0% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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