+20.4%
MCD vs DVN
+111.9%
-91.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | -2.0% | -1.3% | -0.7% | -2.0% |
| 30D | -6.1% | +12.6% | -18.8% | -6.6% |
| 3M | -7.3% | +8.1% | -15.4% | -7.6% |
| 6M | -20.9% | +10.2% | -31.1% | -21.4% |
| YTD | -14.7% | +33.8% | -48.4% | -16.1% |
| 1Y | -16.1% | +43.9% | -60.0% | -17.9% |
| 3Y | -1.5% | +1.7% | -3.2% | -2.4% |
| 5Y | +20.4% | +119.6% | -99.2% | +9.8% |
| All | +20.4% | +111.9% | -91.5% | +9.8% |
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 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