+1,196.2%
DVN vs MTZ
+3,109.1%
-1,912.9%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.5% |
| 7D | -0.1% | +2.3% | -2.4% | -0.5% |
| 30D | +8.0% | -10.3% | +18.3% | +9.6% |
| 3M | +11.9% | -31.8% | +43.8% | +16.8% |
| 6M | +10.6% | -19.2% | +29.8% | +12.0% |
| YTD | +35.4% | +10.7% | +24.6% | +30.3% |
| 1Y | +46.5% | +37.5% | +8.9% | +36.0% |
| 3Y | +3.0% | +162.4% | -159.4% | -15.1% |
| 5Y | +120.5% | +166.3% | -45.8% | +79.7% |
| 10Y | +62.5% | +753.2% | -690.7% | +16.4% |
| All | +1,196.2% | +3,109.1% | -1,912.9% | +683.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling