+404.3%
DVN vs MP
+291.5%
+112.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.3% |
| 7D | +10.4% | +9.5% | +0.9% | +9.1% |
| 30D | -6.7% | -3.0% | -3.7% | -6.5% |
| 3M | +5.6% | -30.4% | +36.0% | +9.9% |
| 6M | +0.7% | -39.2% | +39.9% | +5.7% |
| YTD | +29.6% | -23.3% | +52.8% | +29.2% |
| 1Y | +36.3% | -32.6% | +69.0% | +37.9% |
| 3Y | +13.2% | +159.3% | -146.1% | -21.5% |
| 5Y | +38.6% | -16.4% | +55.0% | +16.9% |
| All | +404.3% | +291.5% | +112.8% | +156.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling