+20.9%
MDLZ vs TWLO
+61.4%
-40.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.5% |
| 7D | -0.4% | +5.6% | -6.0% | +0.1% |
| 30D | +8.2% | -24.6% | +32.9% | +6.1% |
| 3M | +8.0% | -14.0% | +21.9% | +7.1% |
| 6M | +9.7% | +10.1% | -0.3% | +11.2% |
| YTD | +26.9% | +49.2% | -22.3% | +31.7% |
| 1Y | +20.9% | +65.2% | -44.3% | +24.3% |
| All | +20.9% | +61.4% | -40.5% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling