+1.2%
DVN vs MUB
+76.3%
-75.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.3% | -0.3% | -1.0% | -1.3% |
| 30D | +12.6% | -1.5% | +14.2% | +13.0% |
| 3M | +8.1% | -1.9% | +10.1% | +8.5% |
| 6M | +10.2% | -1.7% | +11.9% | +10.5% |
| YTD | +33.8% | -0.8% | +34.5% | +33.8% |
| 1Y | +43.9% | +1.5% | +42.4% | +43.1% |
| 3Y | +1.7% | +8.8% | -7.0% | -0.8% |
| 5Y | +119.6% | +2.0% | +117.6% | +117.6% |
| 10Y | +53.7% | +18.0% | +35.8% | +50.7% |
| All | +1.2% | +76.3% | -75.1% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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