+19.9%
MDT vs TWLO
+60.3%
-40.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.1% | +6.3% | +6.1% |
| 7D | +10.7% | -15.9% | +26.6% | +10.6% |
| 30D | +19.3% | -29.0% | +48.4% | +19.2% |
| 3M | +22.8% | +10.0% | +12.7% | +22.3% |
| 6M | +36.4% | +12.6% | +23.8% | +36.0% |
| YTD | +12.1% | +50.1% | -38.0% | +13.8% |
| 1Y | +19.9% | +64.3% | -44.3% | +20.1% |
| All | +19.9% | +60.3% | -40.4% | +20.1% |
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 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