+40.5%
DVN vs MLM
+167.5%
-127.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.9% |
| 7D | -12.8% | -3.8% | -9.0% | -11.1% |
| 30D | -12.1% | +11.0% | -23.1% | -17.4% |
| 3M | -0.7% | -3.1% | +2.3% | 0.0% |
| 6M | -5.8% | -9.8% | +4.0% | -3.4% |
| YTD | +17.9% | -14.4% | +32.3% | +22.1% |
| 1Y | +29.0% | -12.6% | +41.6% | +31.6% |
| 3Y | +6.0% | +19.7% | -13.8% | -14.5% |
| 5Y | +22.1% | +29.8% | -7.6% | -10.8% |
| 10Y | +40.5% | +153.5% | -113.0% | -40.0% |
| All | +40.5% | +167.5% | -127.0% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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