+5,979.9%
MCD vs DVN
+1,159.9%
+4,820.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | -2.8% | +1.5% | -4.3% | -3.0% |
| 30D | -6.0% | +14.2% | -20.2% | -7.3% |
| 3M | -5.6% | +5.2% | -10.8% | -6.3% |
| 6M | -21.9% | +11.9% | -33.7% | -23.1% |
| YTD | -14.7% | +32.8% | -47.5% | -17.7% |
| 1Y | -17.3% | +38.6% | -55.8% | -20.6% |
| 3Y | -2.2% | +0.5% | -2.7% | -4.1% |
| 5Y | +20.3% | +111.0% | -90.7% | +5.8% |
| 10Y | +180.7% | +56.1% | +124.6% | +129.4% |
| All | +5,979.9% | +1,159.9% | +4,820.0% | +4,130.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling