Monte Carlo simulation

I think I must misunderstand running Monte Carlo simulations or perhaps the value of them in evaluating the safety. If I use a conservative (ie low) return for the plan, then I run the simulation, I get a much worse confidence level than if I increase the return. In reality a lower rate of return should be more conservative for the plan-ie a greater chance of outperforming based on past market conditions whereas a higher rate has a higher chance of lower returns based on various market scenarios. I'm more confident that my plan is good if it can return the income at a lower rate of return than hoping for a high rate to give the income, but the Monte Carlo does the opposite. What am I not understanding?