+45.5%
DVN vs MPC
+1,105.8%
-1,060.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -8.8% | -8.8% | 0.0% | -2.4% |
| 30D | -10.0% | -14.4% | +4.3% | +0.5% |
| 3M | -3.7% | +21.9% | -25.6% | -18.4% |
| 6M | -3.5% | +60.1% | -63.7% | -34.0% |
| YTD | +20.8% | +142.3% | -121.6% | -40.6% |
| 1Y | +31.2% | +101.7% | -70.5% | -25.8% |
| 3Y | +5.0% | +184.8% | -179.8% | -56.2% |
| 5Y | +29.9% | +564.6% | -534.7% | -71.4% |
| 10Y | +45.5% | +1,098.3% | -1,052.9% | -77.7% |
| All | +45.5% | +1,105.8% | -1,060.3% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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