+235.8%
MCHP vs TWLO
+847.0%
-611.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | +0.3% | +0.2% | +0.1% | +0.2% |
| 30D | -9.8% | -9.1% | -0.6% | -8.0% |
| 3M | -19.7% | +11.0% | -30.7% | -22.1% |
| 6M | +13.6% | +79.4% | -65.8% | -3.3% |
| YTD | +16.5% | +59.7% | -43.2% | +1.2% |
| 1Y | +15.7% | +112.3% | -96.6% | -6.7% |
| 3Y | 0.0% | +247.0% | -247.0% | -30.3% |
| 5Y | +4.4% | -35.6% | +40.0% | -3.5% |
| 10Y | +201.4% | +305.7% | -104.3% | +75.1% |
| All | +235.8% | +847.0% | -611.2% | +87.8% |
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