+20.8%
MCD vs DVN
+38.7%
-17.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | -1.6% | +10.4% | -12.0% | -1.9% |
| 30D | +14.1% | -6.7% | +20.8% | +14.3% |
| 3M | +0.6% | +5.6% | -5.0% | +0.3% |
| 6M | 0.0% | +0.7% | -0.6% | -0.2% |
| YTD | -9.3% | +29.6% | -38.8% | -10.8% |
| 1Y | -9.3% | +36.3% | -45.6% | -11.0% |
| 3Y | +8.6% | +13.2% | -4.5% | +6.8% |
| All | +20.8% | +38.7% | -17.9% | +14.2% |
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