-66.3%
MARA vs DVN
+120.4%
-186.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.6% |
| 7D | +5.9% | +4.5% | +1.4% | +3.3% |
| 30D | +24.3% | +12.0% | +12.3% | +16.7% |
| 3M | -12.0% | +13.4% | -25.4% | -19.2% |
| 6M | +40.1% | +12.1% | +28.0% | +25.8% |
| YTD | +33.4% | +38.8% | -5.4% | +4.4% |
| 1Y | -23.7% | +46.0% | -69.8% | -43.0% |
| 3Y | +19.0% | +9.5% | +9.5% | +3.6% |
| All | -66.3% | +120.4% | -186.7% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN 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 5y: compounded portfolio wealth divided by compounded DVN 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…
5y analysis · Full analysis span regression · 6 months rolling