+118.6%
DVN vs MRNA
-67.9%
+186.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.4% | -5.0% | +0.3% |
| 7D | +4.5% | -1.1% | +5.6% | +4.5% |
| 30D | +12.0% | +126.1% | -114.1% | +8.7% |
| 3M | +13.4% | +190.0% | -176.6% | +8.4% |
| 6M | +12.1% | +157.2% | -145.1% | +7.6% |
| YTD | +38.8% | +388.2% | -349.4% | +27.6% |
| 1Y | +46.0% | +467.0% | -421.0% | +32.5% |
| 3Y | +9.5% | +36.1% | -26.6% | +3.6% |
| All | +118.6% | -67.9% | +186.5% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRNA.
Daily Out/Under-Performance
Portfolio return minus MRNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRNA 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 MRNA 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