+540.9%
MPC vs SIMO
+144.7%
+396.2%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -14.4% | +10.5% | -2.5% |
| 7D | -12.8% | -31.4% | +18.6% | -9.8% |
| 30D | -12.7% | -45.2% | +32.4% | -8.1% |
| 3M | +27.1% | -36.5% | +63.6% | +30.8% |
| 6M | +45.8% | -34.2% | +80.0% | +47.3% |
| YTD | +134.7% | +69.9% | +64.8% | +103.8% |
| 1Y | +106.0% | +60.4% | +45.6% | +80.3% |
| 3Y | +165.5% | +203.1% | -37.6% | +105.2% |
| 5Y | +540.9% | +145.4% | +395.5% | +378.2% |
| All | +540.9% | +144.7% | +396.2% | +378.2% |
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