+1,223.7%
DVN vs MKC
+3,311.3%
-2,087.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.9% | +2.3% |
| 7D | +2.5% | -2.8% | +5.3% | +3.1% |
| 30D | +10.2% | -3.4% | +13.6% | +10.9% |
| 3M | +8.1% | +3.8% | +4.3% | +6.9% |
| 6M | +15.9% | -17.9% | +33.8% | +20.1% |
| YTD | +38.2% | -23.6% | +61.9% | +45.3% |
| 1Y | +44.5% | -23.1% | +67.6% | +51.4% |
| 3Y | +5.1% | -31.5% | +36.7% | +12.1% |
| 5Y | +124.3% | -33.1% | +157.4% | +137.7% |
| 10Y | +65.9% | +29.3% | +36.6% | +48.0% |
| All | +1,223.7% | +3,311.3% | -2,087.7% | +606.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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