+73.9%
MDLZ vs TWLO
+871.2%
-797.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.2% |
| 7D | -1.7% | -2.0% | +0.3% | -1.7% |
| 30D | -2.1% | +20.6% | -22.7% | -2.9% |
| 3M | +1.3% | -1.5% | +2.9% | +1.2% |
| 6M | +6.2% | +89.4% | -83.2% | +3.0% |
| YTD | +15.8% | +63.8% | -48.0% | +12.8% |
| 1Y | +4.1% | +119.7% | -115.6% | -0.1% |
| 3Y | -4.1% | +256.1% | -260.2% | -11.4% |
| 5Y | +13.4% | -36.6% | +49.9% | +11.8% |
| 10Y | +75.7% | +304.3% | -228.6% | +53.1% |
| All | +73.9% | +871.2% | -797.3% | +42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling