+9.5%
DVN vs MXL
+222.8%
-213.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.5% | -7.1% | -0.1% |
| 7D | +4.5% | +18.9% | -14.3% | +3.3% |
| 30D | +12.0% | +0.3% | +11.6% | +11.7% |
| 3M | +13.4% | -8.0% | +21.4% | +12.0% |
| 6M | +12.1% | +341.2% | -329.1% | -10.1% |
| YTD | +38.8% | +327.8% | -289.0% | +11.2% |
| 1Y | +46.0% | +364.9% | -318.9% | +14.5% |
| 3Y | +9.5% | +229.2% | -219.7% | -16.5% |
| All | +9.5% | +222.8% | -213.3% | -16.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling