+9.0%
DVN vs MTB
+113.5%
-104.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +2.5% | -0.4% | +3.0% | +2.7% |
| 30D | +10.2% | -4.6% | +14.8% | +12.1% |
| 3M | +8.1% | +7.4% | +0.7% | +4.4% |
| 6M | +15.9% | +18.7% | -2.8% | +6.5% |
| YTD | +38.2% | +21.1% | +17.2% | +25.3% |
| 1Y | +44.5% | +24.1% | +20.4% | +29.2% |
| All | +9.0% | +113.5% | -104.4% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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