-17.3%
MCD vs TWLO
+123.2%
-140.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.6% |
| 7D | -2.8% | -2.0% | -0.8% | -2.9% |
| 30D | -6.0% | +20.6% | -26.6% | -5.1% |
| 3M | -5.6% | -1.5% | -4.0% | -5.6% |
| 6M | -21.9% | +89.4% | -111.3% | -19.6% |
| YTD | -14.7% | +63.8% | -78.5% | -13.0% |
| 1Y | -17.3% | +119.7% | -137.0% | -13.0% |
| All | -17.3% | +123.2% | -140.5% | -13.0% |
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