+117.2%
MPC vs SIMO
+94.5%
+22.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -9.6% | +1.5% | -7.9% |
| 7D | -10.9% | -16.9% | +6.0% | -10.6% |
| 30D | -9.4% | -35.4% | +26.0% | -8.7% |
| 3M | +26.0% | -31.9% | +57.8% | +26.6% |
| 6M | +56.5% | -19.3% | +75.8% | +55.7% |
| YTD | +144.3% | +98.5% | +45.8% | +136.9% |
| 1Y | +117.2% | +100.5% | +16.7% | +110.7% |
| All | +117.2% | +94.5% | +22.8% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling