-3.7%
MDLZ vs TWLO
+238.8%
-242.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.5% |
| 7D | 0.0% | -1.2% | +1.2% | 0.0% |
| 30D | -1.6% | -6.4% | +4.8% | -1.7% |
| 3M | +0.9% | +6.3% | -5.4% | +1.1% |
| 6M | +7.3% | +76.4% | -69.1% | +8.0% |
| YTD | +16.4% | +58.8% | -42.4% | +17.3% |
| 1Y | +3.0% | +107.1% | -104.1% | +3.2% |
| 3Y | -3.7% | +245.0% | -248.7% | -9.8% |
| All | -3.7% | +238.8% | -242.5% | -9.8% |
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