+93.3%
MDLZ vs TWLO
+780.4%
-687.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.5% |
| 7D | +2.3% | +4.5% | -2.2% | +2.2% |
| 30D | +7.9% | -22.1% | +30.0% | +8.7% |
| 3M | +7.3% | -15.3% | +22.6% | +7.5% |
| 6M | +11.7% | +9.7% | +2.0% | +10.6% |
| YTD | +28.7% | +48.5% | -19.7% | +25.5% |
| 1Y | +22.8% | +70.3% | -47.6% | +18.9% |
| 3Y | +6.6% | +261.4% | -254.8% | -2.0% |
| 5Y | +23.2% | -30.6% | +53.7% | +20.5% |
| 10Y | +108.7% | +569.2% | -460.5% | +77.3% |
| All | +93.3% | +780.4% | -687.1% | +58.5% |
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