+1,099.2%
DVN vs MTCH
+14,593.1%
-13,493.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +2.0% |
| 7D | +2.5% | -1.4% | +4.0% | +2.7% |
| 30D | +10.2% | +13.6% | -3.5% | +8.5% |
| 3M | +8.1% | +22.4% | -14.3% | +5.3% |
| 6M | +15.9% | +37.2% | -21.3% | +11.1% |
| YTD | +38.2% | +31.8% | +6.5% | +32.9% |
| 1Y | +44.5% | +12.9% | +31.6% | +41.4% |
| 3Y | +5.1% | -1.1% | +6.3% | +3.1% |
| 5Y | +124.3% | -73.5% | +197.8% | +148.9% |
| 10Y | +65.9% | +200.7% | -134.8% | +40.2% |
| All | +1,099.2% | +14,593.1% | -13,493.9% | +896.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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