-5.3%
DVN vs MPC
+3,166.6%
-3,171.9%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.4% | +1.2% |
| 7D | +7.8% | +9.4% | -1.6% | +1.6% |
| 30D | -7.9% | -13.4% | +5.5% | +0.8% |
| 3M | +3.7% | +18.9% | -15.2% | -8.2% |
| 6M | +0.2% | +64.9% | -64.7% | -29.0% |
| YTD | +28.6% | +156.8% | -128.2% | -32.6% |
| 1Y | +34.6% | +113.2% | -78.6% | -20.4% |
| 3Y | +11.8% | +201.8% | -190.0% | -48.5% |
| 5Y | +37.6% | +601.4% | -563.8% | -62.4% |
| 10Y | +59.7% | +1,166.0% | -1,106.3% | -68.4% |
| All | -5.3% | +3,166.6% | -3,171.9% | -88.3% |
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