+5.3%
MDLZ vs TWLO
+275.2%
-270.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.2% | +0.3% |
| 7D | -1.0% | +2.8% | -3.8% | -0.9% |
| 30D | +7.9% | -22.4% | +30.3% | +7.2% |
| 3M | +8.9% | -14.2% | +23.2% | +8.5% |
| 6M | +10.5% | +10.5% | 0.0% | +10.9% |
| YTD | +27.1% | +54.3% | -27.2% | +28.5% |
| 1Y | +20.9% | +68.0% | -47.1% | +22.2% |
| All | +5.3% | +275.2% | -270.0% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling