+1,135.3%
MPC vs SIMO
+453.3%
+682.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.7% | -5.3% | +1.9% |
| 7D | +2.6% | +0.9% | +1.7% | +2.2% |
| 30D | -12.2% | -25.4% | +13.2% | -8.4% |
| 3M | +20.1% | -17.8% | +37.8% | +21.3% |
| 6M | +60.6% | -29.6% | +90.2% | +62.4% |
| YTD | +150.6% | +100.3% | +50.3% | +92.5% |
| 1Y | +104.7% | +100.4% | +4.3% | +56.9% |
| 3Y | +194.5% | +246.1% | -51.6% | +89.1% |
| 5Y | +582.3% | +189.8% | +392.5% | +329.0% |
| 10Y | +1,135.3% | +434.6% | +700.7% | +472.6% |
| All | +1,135.3% | +453.3% | +682.0% | +472.6% |
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