+43.9%
DVN vs MP
-11.6%
+55.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.8% |
| 7D | -1.3% | +3.0% | -4.4% | -1.2% |
| 30D | +12.6% | +8.3% | +4.3% | +13.0% |
| 3M | +8.1% | -3.8% | +12.0% | +8.6% |
| 6M | +10.2% | -4.9% | +15.1% | +11.2% |
| YTD | +33.8% | +9.6% | +24.2% | +35.4% |
| 1Y | +43.9% | -11.7% | +55.6% | +51.3% |
| All | +43.9% | -11.6% | +55.5% | +51.3% |
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