+628.1%
DVN vs MLM
+2,981.8%
-2,353.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -0.8% |
| 7D | -19.1% | -4.1% | -14.9% | -17.9% |
| 30D | -11.8% | +8.2% | -20.0% | -14.8% |
| 3M | -1.5% | -3.6% | +2.1% | -0.7% |
| 6M | -8.2% | -15.6% | +7.4% | -3.9% |
| YTD | +17.4% | -16.4% | +33.8% | +21.9% |
| 1Y | +33.5% | -14.3% | +47.8% | +37.0% |
| 3Y | -0.3% | +19.3% | -19.6% | -12.3% |
| 5Y | +22.7% | +29.6% | -6.9% | +2.0% |
| 10Y | +51.8% | +189.9% | -138.1% | -7.5% |
| All | +628.1% | +2,981.8% | -2,353.8% | +149.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling