+1,180.8%
DVN vs MMM
+2,835.9%
-1,655.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | -1.3% | -1.6% | +0.3% | -0.6% |
| 30D | +12.6% | -8.0% | +20.6% | +17.1% |
| 3M | +8.1% | +9.4% | -1.2% | +2.5% |
| 6M | +10.2% | +10.2% | -0.1% | +2.9% |
| YTD | +33.8% | +6.1% | +27.7% | +26.7% |
| 1Y | +43.9% | +10.8% | +33.1% | +32.6% |
| 3Y | +1.7% | +104.8% | -103.0% | -34.2% |
| 5Y | +119.6% | +27.0% | +92.6% | +78.6% |
| 10Y | +53.7% | +53.8% | 0.0% | +15.7% |
| All | +1,180.8% | +2,835.9% | -1,655.1% | +349.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling