-3.1%
MU vs DVN
+1.3%
-4.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.4% |
| 7D | +12.8% | +10.4% | +2.4% | +14.6% |
| 30D | -14.9% | -6.7% | -8.2% | -17.4% |
| 3M | -18.0% | +5.6% | -23.7% | -13.9% |
| 6M | -3.1% | +0.7% | -3.8% | -0.6% |
| All | -3.1% | +1.3% | -4.4% | -0.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling