+29.9%
DVN vs MPC
+554.2%
-524.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -8.8% | -8.8% | 0.0% | -2.3% |
| 30D | -10.0% | -14.4% | +4.3% | +0.7% |
| 3M | -3.7% | +21.9% | -25.6% | -18.9% |
| 6M | -3.5% | +60.1% | -63.7% | -35.0% |
| YTD | +20.8% | +142.3% | -121.6% | -42.7% |
| 1Y | +31.2% | +101.7% | -70.5% | -27.7% |
| 3Y | +5.0% | +184.8% | -179.8% | -59.9% |
| 5Y | +29.9% | +564.6% | -534.7% | -81.1% |
| All | +29.9% | +554.2% | -524.3% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling