+36.7%
DVN vs MMM
+42.8%
-6.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +1.0% |
| 7D | +10.4% | -0.4% | +10.7% | +10.4% |
| 30D | -6.7% | +12.1% | -18.8% | -9.9% |
| 3M | +5.6% | +1.4% | +4.2% | +4.7% |
| 6M | +0.7% | +26.6% | -25.9% | -7.0% |
| YTD | +29.6% | +16.8% | +12.7% | +21.9% |
| 1Y | +36.3% | +10.1% | +26.2% | +30.8% |
| 3Y | +13.2% | +158.4% | -145.3% | -19.6% |
| All | +36.7% | +42.8% | -6.1% | +22.8% |
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