+1.7%
DVN vs MPC
+176.9%
-175.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.8% |
| 7D | -1.3% | +3.9% | -5.2% | -3.7% |
| 30D | +12.6% | +33.8% | -21.1% | -7.0% |
| 3M | +8.1% | +49.9% | -41.7% | -17.5% |
| 6M | +10.2% | +80.9% | -70.8% | -25.8% |
| YTD | +33.8% | +147.4% | -113.7% | -27.5% |
| 1Y | +43.9% | +123.2% | -79.3% | -16.7% |
| 3Y | +1.7% | +171.7% | -170.0% | -51.9% |
| All | +1.7% | +176.9% | -175.2% | -51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling