+3,101.0%
MPC vs SIMO
+3,329.1%
-228.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.7% | -8.4% | -1.3% |
| 7D | +5.4% | +4.2% | +1.2% | +4.5% |
| 30D | +31.0% | +4.1% | +26.9% | +28.9% |
| 3M | +46.0% | -12.9% | +58.9% | +46.0% |
| 6M | +77.3% | +110.3% | -33.0% | +43.4% |
| YTD | +141.9% | +178.6% | -36.7% | +81.8% |
| 1Y | +120.9% | +220.0% | -99.1% | +59.9% |
| 3Y | +182.7% | +409.0% | -226.4% | +79.3% |
| 5Y | +646.4% | +277.3% | +369.1% | +382.1% |
| 10Y | +1,138.7% | +506.6% | +632.1% | +567.1% |
| All | +3,101.0% | +3,329.1% | -228.1% | +796.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling