+120.5%
DVN vs MMM
+24.9%
+95.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.7% |
| 7D | -0.1% | -2.6% | +2.5% | +0.6% |
| 30D | +8.0% | -9.3% | +17.3% | +11.0% |
| 3M | +11.9% | +5.6% | +6.3% | +9.4% |
| 6M | +10.6% | +9.5% | +1.2% | +6.3% |
| YTD | +35.4% | +4.1% | +31.2% | +31.8% |
| 1Y | +46.5% | +9.4% | +37.1% | +39.6% |
| 3Y | +3.0% | +101.0% | -98.0% | -21.0% |
| 5Y | +120.5% | +26.1% | +94.4% | +127.5% |
| All | +120.5% | +24.9% | +95.6% | +127.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling