+170.3%
MCD vs TWLO
+871.2%
-700.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.4% |
| 7D | -2.8% | -2.0% | -0.8% | -2.7% |
| 30D | -6.0% | +20.6% | -26.6% | -7.0% |
| 3M | -5.6% | -1.5% | -4.0% | -5.7% |
| 6M | -21.9% | +89.4% | -111.3% | -24.9% |
| YTD | -14.7% | +63.8% | -78.5% | -17.5% |
| 1Y | -17.3% | +119.7% | -137.0% | -21.4% |
| 3Y | -2.2% | +256.1% | -258.3% | -11.0% |
| 5Y | +20.3% | -36.6% | +56.8% | +19.1% |
| 10Y | +180.7% | +304.3% | -123.6% | +138.4% |
| All | +170.3% | +871.2% | -700.8% | +126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling