+339.0%
MCK vs TWLO
-33.6%
+372.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | 0.0% |
| 7D | -2.9% | -2.4% | -0.5% | -3.0% |
| 30D | +0.4% | -7.8% | +8.2% | +0.3% |
| 3M | +12.1% | +10.0% | +2.1% | +12.4% |
| 6M | -5.4% | +79.5% | -84.9% | -4.3% |
| YTD | +7.8% | +59.8% | -52.0% | +9.0% |
| 1Y | +22.9% | +121.7% | -98.7% | +24.8% |
| 3Y | +110.7% | +240.8% | -130.1% | +116.3% |
| All | +339.0% | -33.6% | +372.6% | +361.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling