+106,206.6%
MU vs DVN
+1,159.9%
+105,046.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.6% | +6.6% |
| 7D | +9.0% | +1.5% | +7.5% | +8.4% |
| 30D | +13.8% | +14.2% | -0.4% | +8.8% |
| 3M | +2.1% | +5.2% | -3.2% | -0.6% |
| 6M | +153.8% | +11.9% | +141.9% | +138.9% |
| YTD | +256.4% | +32.8% | +223.6% | +215.4% |
| 1Y | +719.8% | +38.6% | +681.2% | +610.9% |
| 3Y | +1,360.4% | +0.5% | +1,359.8% | +1,293.7% |
| 5Y | +1,312.4% | +111.0% | +1,201.4% | +889.5% |
| 10Y | +6,142.6% | +56.1% | +6,086.4% | +3,850.6% |
| All | +106,206.6% | +1,159.9% | +105,046.7% | +42,136.7% |
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 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