+81,302.1%
MU vs DVN
+1,129.0%
+80,173.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.8% |
| 7D | +12.8% | +10.4% | +2.4% | +9.3% |
| 30D | -14.9% | -6.7% | -8.2% | -12.8% |
| 3M | -18.0% | +5.6% | -23.7% | -19.7% |
| 6M | -3.1% | +0.7% | -3.8% | -5.0% |
| YTD | +172.9% | +29.6% | +143.3% | +142.9% |
| 1Y | +228.8% | +36.3% | +192.5% | +187.2% |
| 3Y | +950.8% | +13.2% | +937.7% | +866.7% |
| 5Y | +931.3% | +38.6% | +892.7% | +733.8% |
| 10Y | +4,417.7% | +60.9% | +4,356.8% | +2,743.9% |
| All | +81,302.1% | +1,129.0% | +80,173.0% | +32,428.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling