+118.6%
DVN vs MTB
+104.1%
+14.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | +12.0% | -4.8% | +16.8% | +14.3% |
| 3M | +13.4% | +6.0% | +7.4% | +9.9% |
| 6M | +12.1% | +19.6% | -7.5% | +1.9% |
| YTD | +38.8% | +21.5% | +17.3% | +24.8% |
| 1Y | +46.0% | +24.7% | +21.3% | +29.4% |
| 3Y | +9.5% | +108.6% | -99.1% | -25.1% |
| All | +118.6% | +104.1% | +14.5% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling