+125.7%
DVN vs MGY
+210.4%
-84.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +4.5% | +3.5% | +1.0% | +1.5% |
| 30D | +12.0% | +5.3% | +6.7% | +7.1% |
| 3M | +13.4% | +2.6% | +10.8% | +10.2% |
| 6M | +12.1% | -3.3% | +15.4% | +14.6% |
| YTD | +38.8% | +29.2% | +9.6% | +11.3% |
| 1Y | +46.0% | +18.0% | +28.0% | +26.4% |
| 3Y | +9.5% | +30.0% | -20.5% | -13.1% |
| 5Y | +125.3% | +92.7% | +32.6% | +25.8% |
| All | +125.7% | +210.4% | -84.6% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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