+5,744.5%
MU vs DVN
+68.5%
+5,676.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.1% | -7.0% | -5.5% |
| 7D | +2.0% | +2.5% | -0.5% | +1.2% |
| 30D | +12.5% | +10.2% | +2.4% | +9.3% |
| 3M | +9.6% | +8.1% | +1.5% | +6.2% |
| 6M | +142.6% | +15.9% | +126.7% | +127.2% |
| YTD | +242.7% | +38.2% | +204.4% | +202.3% |
| 1Y | +599.3% | +44.5% | +554.8% | +505.2% |
| 3Y | +1,308.3% | +5.1% | +1,303.1% | +1,224.0% |
| 5Y | +1,263.7% | +124.3% | +1,139.4% | +867.5% |
| All | +5,744.5% | +68.5% | +5,676.0% | +3,494.2% |
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 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