+180.6%
MPC vs SIMO
+418.6%
-237.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.4% | -0.5% |
| 7D | +5.4% | +4.2% | +1.2% | +5.0% |
| 30D | +31.0% | +4.1% | +26.9% | +29.8% |
| 3M | +46.0% | -12.9% | +58.9% | +46.1% |
| 6M | +77.3% | +110.3% | -33.0% | +54.1% |
| YTD | +141.9% | +178.6% | -36.7% | +96.0% |
| 1Y | +120.9% | +220.0% | -99.1% | +72.2% |
| All | +180.6% | +418.6% | -237.9% | +101.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling