+62.5%
DVN vs MPC
+1,153.9%
-1,091.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.9% |
| 7D | -0.1% | +3.2% | -3.3% | -2.5% |
| 30D | +8.0% | +25.0% | -17.1% | -9.1% |
| 3M | +11.9% | +55.2% | -43.2% | -20.4% |
| 6M | +10.6% | +86.4% | -75.8% | -31.7% |
| YTD | +35.4% | +148.5% | -113.1% | -33.5% |
| 1Y | +46.5% | +121.7% | -75.2% | -22.0% |
| 3Y | +3.0% | +172.9% | -169.9% | -54.7% |
| 5Y | +120.5% | +679.9% | -559.4% | -55.5% |
| 10Y | +62.5% | +1,174.7% | -1,112.3% | -73.7% |
| All | +62.5% | +1,153.9% | -1,091.5% | -73.7% |
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