+5.0%
MDLZ vs DVN
+11.3%
-6.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.1% | -0.3% |
| 7D | -0.4% | +7.8% | -8.2% | -0.7% |
| 30D | +8.2% | -7.9% | +16.2% | +8.6% |
| 3M | +8.0% | +3.7% | +4.3% | +7.6% |
| 6M | +9.7% | +0.2% | +9.5% | +9.4% |
| YTD | +26.9% | +28.6% | -1.7% | +24.5% |
| 1Y | +20.9% | +34.6% | -13.7% | +18.4% |
| All | +5.0% | +11.3% | -6.3% | +1.0% |
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