+118.6%
DVN vs MTZ
+168.2%
-49.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | -0.3% |
| 7D | +4.5% | +1.4% | +3.2% | +4.2% |
| 30D | +12.0% | -14.5% | +26.4% | +15.3% |
| 3M | +13.4% | -32.9% | +46.3% | +20.8% |
| 6M | +12.1% | -20.8% | +33.0% | +13.1% |
| YTD | +38.8% | +10.6% | +28.2% | +27.2% |
| 1Y | +46.0% | +27.1% | +19.0% | +27.7% |
| 3Y | +9.5% | +166.1% | -156.7% | -24.8% |
| All | +118.6% | +168.2% | -49.6% | +41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling