+81.8%
MDLZ vs TWLO
+319.6%
-237.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | 0.0% |
| 7D | +1.7% | -3.9% | +5.5% | +1.8% |
| 30D | +1.1% | -9.7% | +10.8% | +1.4% |
| 3M | -1.8% | +11.6% | -13.5% | -2.4% |
| 6M | +12.3% | +84.7% | -72.4% | +9.1% |
| YTD | +18.0% | +62.5% | -44.5% | +15.1% |
| 1Y | +3.8% | +121.7% | -117.9% | -0.4% |
| 3Y | -2.4% | +253.0% | -255.4% | -9.7% |
| 5Y | +18.4% | -32.5% | +50.9% | +16.5% |
| All | +81.8% | +319.6% | -237.8% | +58.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling