+13.4%
MCD vs TWLO
+261.2%
-247.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.8% |
| 7D | +5.9% | -0.5% | +6.4% | +5.9% |
| 30D | +19.6% | -28.6% | +48.3% | +19.4% |
| 3M | +3.3% | -14.4% | +17.6% | +3.1% |
| 6M | +3.5% | +2.4% | +1.0% | +3.4% |
| YTD | -6.1% | +45.3% | -51.4% | -6.6% |
| 1Y | -3.7% | +61.8% | -65.5% | -4.3% |
| 3Y | +13.4% | +269.0% | -255.6% | +9.4% |
| All | +13.4% | +261.2% | -247.8% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling