← All concepts
🎲 Monte Carlo Simulation

Why one projection
line is a lie

Every spreadsheet retirement calculator draws a single line from today to your planning age and says "you'll have $X." But markets don't move in straight lines. Monte Carlo is the honest alternative.

The problem with one line

Traditional retirement calculators ask "what's the expected return?" and assume markets deliver exactly that every year. If you say 7%, they model every year as +7%. Then they add contributions and subtract withdrawals in a tidy, deterministic path.

The problem: this doesn't happen. Markets return +30% one year, −20% the next, +15%, −40%, +25%... The average might be 7% over 30 years, but the order and magnitude of those swings has a dramatic effect on your actual outcome — especially around retirement.

Scenario: Two people both retire with $1M. Both experience a 7% average return over 20 years. Person A gets the good years first. Person B gets the bad years first. After 20 years of $60k/yr withdrawals, Person A has $2.1M. Person B has $0. Same average return. Completely different result. The order matters.

How Monte Carlo works

Instead of one path, Monte Carlo runs hundreds or thousands of independent simulations. Each one samples a random return for each year from a realistic distribution — some years great, some terrible, most somewhere in the middle. After running all simulations, we count what fraction of futures end with money left.

Step 1
Sample returns
Draw a realistic random return for every single year of the simulation
Step 2
Track the balance
Apply contributions or withdrawals each year, grow the portfolio, record the result
Step 3
Repeat 2,000×
Run the whole simulation thousands of times. Each run is a plausible version of your future

The success rate is simply: what fraction of the 2,000 simulated futures ended with money still in the portfolio at your planning age? An 85% success rate means 1,700 out of 2,000 futures worked out — 300 didn't.

Try it yourself

Adjust the expected return and volatility below. Watch how paths spread out when uncertainty is high, and converge when it's low. Switch between "All paths" (every simulated future) and "Fan chart" (the same data summarized by percentile bands).

Live simulation
Retire3545556065758590
Funds outlast planFunds depleted
51/60 succeed
3%12%
5%35%

$250k savings · $2k/mo contributions · Retire at 65 · $80k/yr withdrawals · 600 simulations

Reading the fan chart

Plotting 2,000 individual lines is noisy. The fan chart summarizes them into percentile bands — each band shows where a specific fraction of outcomes land at each age.

BandMeaningWhat to think
P90 (top)Best 10% of futuresGreat market luck — don't count on it
P75Top 25% of futuresBetter than most — still possible
P50 (median)Middle outcomeThe realistic central case
P25Bottom 25% of futuresWorse than most — prepare for this
P10 (bottom)Worst 10% of futuresBad luck scenario — have a plan
A wide fan = high uncertainty. A narrow fan = more predictable outcomes. You generally want the P10 (worst 10%) line to stay above $0 through your planning age. If the worst 10% runs out of money at 80, that's a risk worth addressing.

Key insights

📊Success rate ≠ certainty

85% doesn't mean you'll probably be fine — it means 1 in 6 simulated futures failed. For a 30-year retirement, consider how you'd handle that scenario.

🎯More simulations = more stable

With 100 simulations, results jump around run to run. With 500+, the success rate stabilizes. This simulator runs 2,000 by default for reliable results.

📉Volatility has asymmetric cost

Higher volatility doesn't just widen the fan — it lowers the median outcome too. Log-normal returns mean a 50% loss requires a 100% gain just to break even.

🔄Assumptions drive everything

Your assumed stock return and volatility are the biggest inputs. Conservative assumptions (6% return, 18% vol) give very different answers than aggressive ones (10%, 22%).

Apply this to your numbers

The simulation above uses example numbers. Run a Monte Carlo with your actual savings, income needs, and retirement age to see your real odds.