-3.9%
MCD vs TWLO
+60.3%
-64.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.7% | +6.5% |
| 7D | +11.9% | -15.9% | +27.7% | +11.2% |
| 30D | +20.2% | -29.0% | +49.3% | +19.0% |
| 3M | +5.2% | +10.0% | -4.9% | +5.7% |
| 6M | 0.0% | +12.6% | -12.6% | +0.6% |
| YTD | -6.5% | +50.1% | -56.6% | -5.5% |
| 1Y | -3.9% | +64.3% | -68.2% | -3.5% |
| All | -3.9% | +60.3% | -64.2% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 1y: compounded portfolio wealth divided by compounded TWLO 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…
1y analysis · Full analysis span regression · 6 months rolling