+84,752.5%
MU vs DVN
+1,086.0%
+83,666.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.5% | +8.3% | +10.7% |
| 7D | +2.0% | +1.9% | +0.1% | +1.6% |
| 30D | -18.0% | -8.2% | -9.8% | -15.6% |
| 3M | -6.6% | -0.3% | -6.2% | -6.7% |
| 6M | +2.0% | -2.5% | +4.5% | +1.2% |
| YTD | +184.5% | +25.0% | +159.4% | +156.2% |
| 1Y | +236.9% | +31.1% | +205.8% | +198.1% |
| 3Y | +987.0% | +8.7% | +978.2% | +913.3% |
| 5Y | +1,014.6% | +33.3% | +981.3% | +812.9% |
| 10Y | +4,609.2% | +55.3% | +4,553.9% | +2,899.9% |
| All | +84,752.5% | +1,086.0% | +83,666.4% | +34,213.4% |
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