+549.2%
MPC vs SIMO
+170.7%
+378.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.7% | -1.1% | +4.0% |
| 7D | -9.4% | -8.2% | -1.2% | -8.7% |
| 30D | -14.3% | -34.6% | +20.3% | -11.2% |
| 3M | +31.1% | -32.6% | +63.7% | +34.3% |
| 6M | +60.3% | -31.8% | +92.1% | +61.7% |
| YTD | +142.5% | +87.6% | +54.9% | +108.5% |
| 1Y | +104.6% | +86.7% | +17.9% | +75.9% |
| 3Y | +191.7% | +227.4% | -35.7% | +123.8% |
| 5Y | +549.2% | +173.0% | +376.2% | +385.9% |
| All | +549.2% | +170.7% | +378.5% | +385.9% |
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