+205.9%
MCD vs TWLO
+606.2%
-400.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -2.7% |
| 7D | -1.9% | +2.8% | -4.7% | -2.1% |
| 30D | +16.6% | -22.4% | +39.0% | +17.9% |
| 3M | +0.9% | -14.2% | +15.2% | +1.4% |
| 6M | +1.5% | +10.5% | -9.1% | +0.2% |
| YTD | -8.3% | +54.3% | -62.6% | -11.5% |
| 1Y | -8.1% | +68.0% | -76.1% | -11.8% |
| 3Y | +10.3% | +273.0% | -262.7% | -1.1% |
| 5Y | +23.4% | -26.3% | +49.8% | +21.0% |
| 10Y | +205.9% | +595.4% | -389.5% | +150.0% |
| All | +205.9% | +606.2% | -400.2% | +150.0% |
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 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