+9.3%
MCD vs DVN
+11.3%
-2.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -0.4% |
| 7D | -1.6% | +7.8% | -9.4% | -1.4% |
| 30D | +16.0% | -7.9% | +24.0% | +16.0% |
| 3M | 0.0% | +3.7% | -3.8% | -0.2% |
| 6M | +0.9% | +0.2% | +0.8% | +0.9% |
| YTD | -8.7% | +28.6% | -37.3% | -9.6% |
| 1Y | -8.6% | +34.6% | -43.2% | -9.6% |
| All | +9.3% | +11.3% | -2.1% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling