+67.3%
DVN vs MET
+249.3%
-182.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.1% |
| 7D | +4.5% | -0.5% | +5.0% | +4.9% |
| 30D | +12.0% | +0.5% | +11.5% | +11.1% |
| 3M | +13.4% | +11.6% | +1.8% | +2.6% |
| 6M | +12.1% | +40.8% | -28.7% | -17.6% |
| YTD | +38.8% | +25.7% | +13.2% | +11.3% |
| 1Y | +46.0% | +24.4% | +21.7% | +17.2% |
| 3Y | +9.5% | +67.5% | -58.0% | -34.1% |
| 5Y | +125.3% | +85.8% | +39.4% | +20.6% |
| All | +67.3% | +249.3% | -182.0% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling