-8.1%
MCD vs TWLO
+68.8%
-77.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -2.5% |
| 7D | -1.9% | +2.8% | -4.7% | -1.8% |
| 30D | +16.6% | -22.4% | +39.0% | +15.7% |
| 3M | +0.9% | -14.2% | +15.2% | +0.6% |
| 6M | +1.5% | +10.5% | -9.1% | +2.1% |
| YTD | -8.3% | +54.3% | -62.6% | -7.4% |
| 1Y | -8.1% | +68.0% | -76.1% | -7.1% |
| All | -8.1% | +68.8% | -77.0% | -7.1% |
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