+181.3%
MCD vs TWLO
+298.6%
-117.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | -2.9% | +0.2% | -3.1% | -2.9% |
| 30D | -6.7% | -9.1% | +2.4% | -6.3% |
| 3M | -9.6% | +11.0% | -20.5% | -10.2% |
| 6M | -22.3% | +79.4% | -101.7% | -25.2% |
| YTD | -15.4% | +59.7% | -75.2% | -18.2% |
| 1Y | -16.8% | +112.3% | -129.1% | -21.0% |
| 3Y | -2.4% | +247.0% | -249.4% | -11.5% |
| 5Y | +19.4% | -35.6% | +54.9% | +18.2% |
| 10Y | +181.3% | +305.7% | -124.4% | +130.8% |
| All | +181.3% | +298.6% | -117.3% | +130.8% |
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