+39.0%
DVN vs MTZ
-14.7%
+53.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -15.4% | +8.0% | -8.2% |
| 7D | -13.9% | -7.4% | -6.5% | -13.9% |
| 30D | -8.0% | -23.6% | +15.6% | -9.8% |
| 3M | +0.8% | -38.3% | +39.1% | -2.9% |
| 6M | -12.8% | -60.6% | +47.8% | -18.9% |
| YTD | +22.7% | -22.9% | +45.6% | +24.7% |
| 1Y | +39.0% | -14.3% | +53.3% | +39.8% |
| All | +39.0% | -14.7% | +53.7% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling