+224.4%
MRK vs DVN
+69.2%
+155.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.6% |
| 7D | -4.3% | +4.5% | -8.8% | -4.6% |
| 30D | +8.3% | +12.0% | -3.7% | +7.3% |
| 3M | +20.0% | +13.4% | +6.6% | +18.8% |
| 6M | +25.7% | +12.1% | +13.6% | +24.2% |
| YTD | +38.7% | +38.8% | -0.1% | +34.6% |
| 1Y | +74.7% | +46.0% | +28.7% | +68.7% |
| 3Y | +45.4% | +9.5% | +35.9% | +42.1% |
| 5Y | +129.0% | +125.3% | +3.8% | +107.7% |
| All | +224.4% | +69.2% | +155.2% | +174.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling