-7.9%
DVN vs MPC
+3,087.4%
-3,095.3%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.4% | +0.1% | +1.3% |
| 7D | +1.9% | +2.6% | -0.7% | +0.1% |
| 30D | -8.2% | -12.2% | +4.0% | -0.4% |
| 3M | -0.3% | +20.1% | -20.4% | -12.5% |
| 6M | -2.5% | +60.6% | -63.1% | -29.7% |
| YTD | +25.0% | +150.6% | -125.5% | -33.4% |
| 1Y | +31.1% | +104.7% | -73.5% | -20.3% |
| 3Y | +8.7% | +194.5% | -185.8% | -49.2% |
| 5Y | +33.3% | +582.3% | -549.0% | -62.9% |
| 10Y | +55.3% | +1,135.3% | -1,080.0% | -68.8% |
| All | -7.9% | +3,087.4% | -3,095.3% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling