+25.2%
DMC vs SPY
+81.8%
-56.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +1.5% | +0.5% | +1.0% | +1.3% |
| 30D | +7.2% | -0.9% | +8.1% | +7.4% |
| 3M | +16.7% | +3.9% | +12.8% | +15.2% |
| 6M | -21.9% | +14.5% | -36.5% | -25.4% |
| YTD | -6.0% | +12.9% | -18.9% | -9.8% |
| 1Y | -4.9% | +19.4% | -24.3% | -10.5% |
| 3Y | +44.0% | +78.5% | -34.5% | +13.1% |
| 5Y | +25.2% | +81.8% | -56.6% | -5.6% |
| All | +25.2% | +81.8% | -56.6% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling