+36.6%
DVN vs MULL
+2,366.2%
-2,329.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.3% | +11.5% | +2.5% |
| 7D | +2.5% | +3.6% | -1.1% | +2.3% |
| 30D | +10.2% | +22.0% | -11.8% | +9.0% |
| 3M | +8.1% | -8.6% | +16.7% | +5.9% |
| 6M | +15.9% | +248.5% | -232.6% | -1.8% |
| YTD | +38.2% | +516.3% | -478.0% | +6.3% |
| 1Y | +44.5% | +2,036.6% | -1,992.2% | -12.4% |
| All | +36.6% | +2,366.2% | -2,329.5% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 3y: compounded portfolio wealth divided by compounded MULL 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…
3y analysis · Full analysis span regression · 6 months rolling