+642.2%
MPC vs SIMO
+269.6%
+372.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.4% | -0.6% |
| 7D | +5.4% | +4.2% | +1.2% | +4.9% |
| 30D | +31.0% | +4.1% | +26.9% | +29.8% |
| 3M | +46.0% | -12.9% | +58.9% | +46.2% |
| 6M | +77.3% | +110.3% | -33.0% | +56.0% |
| YTD | +141.9% | +178.6% | -36.7% | +102.0% |
| 1Y | +120.9% | +220.0% | -99.1% | +79.6% |
| 3Y | +182.7% | +409.0% | -226.4% | +109.4% |
| All | +642.2% | +269.6% | +372.7% | +479.4% |
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