+81.6%
MDLZ vs TWLO
+312.5%
-230.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | +1.4% | -9.1% | +10.6% | +1.8% |
| 3M | 0.0% | +11.0% | -11.0% | -0.5% |
| 6M | +9.1% | +79.4% | -70.2% | +6.1% |
| YTD | +17.9% | +59.7% | -41.8% | +15.1% |
| 1Y | +3.2% | +112.3% | -109.1% | -0.8% |
| 3Y | -2.5% | +247.0% | -249.4% | -9.7% |
| 5Y | +17.6% | -35.6% | +53.2% | +15.9% |
| All | +81.6% | +312.5% | -230.8% | +58.6% |
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