+601.0%
MPC vs SIMO
+170.3%
+430.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.6% | +6.0% | +1.0% |
| 7D | +11.2% | +4.1% | +7.1% | +10.8% |
| 30D | -14.5% | -24.0% | +9.5% | -12.6% |
| 3M | +16.7% | -31.8% | +48.4% | +19.5% |
| 6M | +67.6% | -36.9% | +104.4% | +70.5% |
| YTD | +157.9% | +84.8% | +73.1% | +122.2% |
| 1Y | +116.7% | +99.0% | +17.7% | +84.2% |
| 3Y | +199.8% | +217.9% | -18.2% | +130.9% |
| All | +601.0% | +170.3% | +430.7% | +423.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling