-2.0%
DVN vs MUB
+76.5%
-78.5%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | +10.4% | -1.3% | +11.6% | +10.6% |
| 30D | -6.7% | +2.2% | -8.9% | -7.1% |
| 3M | +5.6% | -1.6% | +7.2% | +5.9% |
| 6M | +0.7% | -1.3% | +1.9% | +0.9% |
| YTD | +29.6% | -0.7% | +30.2% | +29.5% |
| 1Y | +36.3% | -0.2% | +36.5% | +36.1% |
| 3Y | +13.2% | +9.6% | +3.5% | +10.1% |
| 5Y | +38.6% | +2.6% | +36.0% | +37.1% |
| 10Y | +60.9% | +21.5% | +39.4% | +57.4% |
| All | -2.0% | +76.5% | -78.5% | -26.0% |
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