+193.4%
MCD vs TWLO
+566.1%
-372.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | -1.6% | +4.5% | -6.2% | -1.9% |
| 30D | +14.1% | -22.1% | +36.2% | +15.3% |
| 3M | +0.6% | -15.3% | +15.9% | +1.1% |
| 6M | 0.0% | +9.7% | -9.6% | -1.2% |
| YTD | -9.3% | +48.5% | -57.8% | -12.3% |
| 1Y | -9.3% | +70.3% | -79.6% | -13.0% |
| 3Y | +8.6% | +261.4% | -252.8% | -2.5% |
| 5Y | +21.9% | -30.6% | +52.5% | +19.9% |
| All | +193.4% | +566.1% | -372.6% | +139.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling