-1.2%
MCD vs TWLO
+259.3%
-260.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.5% |
| 7D | -2.8% | -2.0% | -0.8% | -2.8% |
| 30D | -6.0% | +20.6% | -26.6% | -6.1% |
| 3M | -5.6% | -1.5% | -4.0% | -5.6% |
| 6M | -21.9% | +89.4% | -111.3% | -22.6% |
| YTD | -14.7% | +63.8% | -78.5% | -15.3% |
| 1Y | -17.3% | +119.7% | -137.0% | -18.5% |
| All | -1.2% | +259.3% | -260.5% | -5.4% |
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