+1,171.8%
MPC vs SIMO
+394.4%
+777.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +1.4% |
| 7D | +11.2% | +4.1% | +7.1% | +10.4% |
| 30D | -14.5% | -24.0% | +9.5% | -11.1% |
| 3M | +16.7% | -31.8% | +48.4% | +22.0% |
| 6M | +67.6% | -36.9% | +104.4% | +72.9% |
| YTD | +157.9% | +84.8% | +73.1% | +100.9% |
| 1Y | +116.7% | +99.0% | +17.7% | +65.4% |
| 3Y | +199.8% | +217.9% | -18.2% | +95.3% |
| 5Y | +604.4% | +171.5% | +433.0% | +346.7% |
| All | +1,171.8% | +394.4% | +777.4% | +497.1% |
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