+9.5%
DVN vs MRSH
-4.9%
+14.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +4.5% | -4.8% | +9.3% | +5.4% |
| 30D | +12.0% | -6.3% | +18.3% | +13.1% |
| 3M | +13.4% | +5.8% | +7.6% | +11.9% |
| 6M | +12.1% | +2.8% | +9.3% | +11.2% |
| YTD | +38.8% | -3.1% | +41.9% | +39.4% |
| 1Y | +46.0% | -11.3% | +57.3% | +49.6% |
| 3Y | +9.5% | -5.0% | +14.5% | +14.9% |
| All | +9.5% | -4.9% | +14.4% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 3y: compounded portfolio wealth divided by compounded MRSH 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…
3y analysis · Full analysis span regression · 6 months rolling