+599.3%
MU vs DVN
+49.4%
+549.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.1% | -7.0% | -4.3% |
| 7D | +2.0% | +2.5% | -0.5% | +2.8% |
| 30D | +12.5% | +10.2% | +2.4% | +15.6% |
| 3M | +9.6% | +8.1% | +1.5% | +13.2% |
| 6M | +142.6% | +15.9% | +126.7% | +146.1% |
| YTD | +242.7% | +38.2% | +204.4% | +248.8% |
| 1Y | +599.3% | +44.5% | +554.8% | +608.7% |
| All | +599.3% | +49.4% | +549.9% | +608.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling