+195.2%
MCD vs DVN
+60.4%
+134.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -0.7% |
| 7D | -1.6% | +7.8% | -9.4% | -2.4% |
| 30D | +16.0% | -7.9% | +24.0% | +16.8% |
| 3M | 0.0% | +3.7% | -3.8% | -0.7% |
| 6M | +0.9% | +0.2% | +0.8% | +0.4% |
| YTD | -8.7% | +28.6% | -37.3% | -12.0% |
| 1Y | -8.6% | +34.6% | -43.2% | -12.4% |
| 3Y | +9.9% | +11.8% | -2.0% | +6.1% |
| 5Y | +22.6% | +37.6% | -14.9% | +11.6% |
| All | +195.2% | +60.4% | +134.8% | +103.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling