+3.0%
MCHP vs DVN
+120.4%
-117.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.2% | +3.5% |
| 7D | 0.0% | +4.5% | -4.5% | -1.4% |
| 30D | -6.0% | +12.0% | -18.0% | -9.6% |
| 3M | -19.7% | +13.4% | -33.1% | -23.6% |
| 6M | +14.0% | +12.1% | +1.9% | +7.1% |
| YTD | +18.4% | +38.8% | -20.4% | +1.9% |
| 1Y | +17.1% | +46.0% | -28.9% | -1.9% |
| 3Y | +0.7% | +9.5% | -8.8% | -10.0% |
| All | +3.0% | +120.4% | -117.4% | -21.7% |
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