+39.0%
DVN vs MXL
+276.5%
-237.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -11.1% | +3.8% | -7.3% |
| 7D | -13.9% | -24.3% | +10.4% | -14.0% |
| 30D | -8.0% | -46.1% | +38.1% | -8.3% |
| 3M | +0.8% | -21.8% | +22.6% | +0.7% |
| 6M | -12.8% | -27.2% | +14.5% | -12.7% |
| YTD | +22.7% | +226.2% | -203.4% | +22.9% |
| 1Y | +39.0% | +297.0% | -258.0% | +39.6% |
| All | +39.0% | +276.5% | -237.5% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling