+46.5%
DVN vs MPC
+122.7%
-76.2%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -0.1% | +3.2% | -3.3% | -1.8% |
| 30D | +8.0% | +25.0% | -17.1% | -4.6% |
| 3M | +11.9% | +55.2% | -43.2% | -12.8% |
| 6M | +10.6% | +86.4% | -75.8% | -21.1% |
| YTD | +35.4% | +148.5% | -113.1% | -16.6% |
| 1Y | +46.5% | +121.7% | -75.2% | -5.4% |
| All | +46.5% | +122.7% | -76.2% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling