+118.6%
DVN vs MPC
+668.0%
-549.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.3% |
| 7D | +4.5% | +1.8% | +2.7% | +3.0% |
| 30D | +12.0% | +14.0% | -2.0% | +0.7% |
| 3M | +13.4% | +52.2% | -38.8% | -20.0% |
| 6M | +12.1% | +75.8% | -63.7% | -29.7% |
| YTD | +38.8% | +146.3% | -107.5% | -35.0% |
| 1Y | +46.0% | +120.8% | -74.8% | -25.6% |
| 3Y | +9.5% | +172.6% | -163.1% | -56.5% |
| All | +118.6% | +668.0% | -549.3% | -74.1% |
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