+199.5%
MCHP vs TWLO
+312.8%
-113.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.0% |
| 7D | 0.0% | -2.4% | +2.5% | +0.6% |
| 30D | -6.0% | -7.8% | +1.8% | -4.4% |
| 3M | -19.7% | +10.0% | -29.7% | -22.1% |
| 6M | +14.0% | +79.5% | -65.4% | -3.6% |
| YTD | +18.4% | +59.8% | -41.4% | +2.2% |
| 1Y | +17.1% | +121.7% | -104.6% | -7.5% |
| 3Y | +0.7% | +240.8% | -240.1% | -30.6% |
| 5Y | +5.1% | -33.6% | +38.7% | -3.4% |
| All | +199.5% | +312.8% | -113.3% | +65.4% |
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 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