+420.6%
DVN vs MP
+459.3%
-38.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | -1.3% | +3.0% | -4.4% | -1.7% |
| 30D | +12.6% | +8.3% | +4.3% | +11.2% |
| 3M | +8.1% | -3.8% | +12.0% | +7.9% |
| 6M | +10.2% | -4.9% | +15.1% | +8.6% |
| YTD | +33.8% | +9.6% | +24.2% | +28.0% |
| 1Y | +43.9% | -11.7% | +55.6% | +39.1% |
| 3Y | +1.7% | +158.5% | -156.8% | -26.8% |
| 5Y | +119.6% | +68.9% | +50.7% | +66.8% |
| All | +420.6% | +459.3% | -38.7% | +154.5% |
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