+39.0%
DVN vs MP
-35.7%
+74.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -5.1% | -2.3% | -7.5% |
| 7D | -13.9% | -12.5% | -1.4% | -14.5% |
| 30D | -8.0% | -23.3% | +15.3% | -9.0% |
| 3M | +0.8% | -24.4% | +25.2% | -0.2% |
| 6M | -12.8% | -45.8% | +33.0% | -13.6% |
| YTD | +22.7% | -28.9% | +51.6% | +21.1% |
| 1Y | +39.0% | -34.6% | +73.6% | +37.3% |
| All | +39.0% | -35.7% | +74.7% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling