The MC Outcomes tab is where the simulation speaks. Five charts and a set of KPI cards tell the story of your plan across 5,000 possible futures. Here is how to read them.
The five percentile lines show the portfolio value over time at five points in the distribution. P50 is the median — half of simulated paths end above it, half below. P10 is the 10th percentile — only 10% of paths are worse.
If the P10 portfolio value falls to zero before the end of the horizon, your worst-scenario paths are running out of money. This is the signal to adjust — not the P50.
The amber dashed line marks the retirement month. Portfolio growth before this line is the accumulation phase. Drawdown begins to the right of it.
The percentage of 5,000 paths in which the portfolio funds the full horizon without running out. 91% means 4,550 paths succeed. 9% (450 paths) run out before the end.
Above 90%: robust plan, limited adjustment needed. 80–90%: solid, minor improvements worth considering. 70–80%: plan needs attention — retire later, reduce spending, or increase contributions. Below 70%: significant changes required.
The median final balance is often large and growing. This is not waste — it reflects the asymmetric nature of the simulation: paths that do well grow significantly, while failed paths are already at zero. The median is pulled up by the good paths.
The maximum annual withdrawal as a percentage of opening retirement portfolio at which the plan achieves the configured ruin tolerance. It is calculated from your simulation results — not a generic rule.
Shortfall months is the median number of months paths that fail run short by. % paths with shortfall is the proportion that fail at all. Together these give the severity and frequency of failure.