+66.6%
DVN vs MMM
+53.9%
+12.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.1% | +2.6% |
| 7D | +2.5% | -3.2% | +5.8% | +4.4% |
| 30D | +10.2% | -10.7% | +20.9% | +17.1% |
| 3M | +8.1% | +4.3% | +3.8% | +4.3% |
| 6M | +15.9% | +5.9% | +10.0% | +9.5% |
| YTD | +38.2% | +3.2% | +35.1% | +31.6% |
| 1Y | +44.5% | +8.0% | +36.5% | +32.6% |
| 3Y | +5.1% | +99.1% | -93.9% | -39.4% |
| 5Y | +124.3% | +25.7% | +98.6% | +82.1% |
| All | +66.6% | +53.9% | +12.7% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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