+1,079.5%
MPC vs SIMO
+379.7%
+699.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -1.9% |
| 7D | -16.2% | -22.0% | +5.8% | -12.7% |
| 30D | -15.7% | -43.0% | +27.3% | -7.9% |
| 3M | +24.9% | -39.1% | +64.0% | +33.0% |
| 6M | +52.7% | -33.3% | +85.9% | +55.5% |
| YTD | +131.9% | +77.0% | +54.9% | +82.0% |
| 1Y | +96.6% | +73.0% | +23.6% | +55.0% |
| 3Y | +163.8% | +215.7% | -51.9% | +71.6% |
| 5Y | +533.1% | +155.6% | +377.5% | +307.1% |
| All | +1,079.5% | +379.7% | +699.8% | +463.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling