-18.2%
MDT vs TWLO
-33.6%
+15.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -3.4% | -2.4% | -1.0% | -3.3% |
| 30D | +0.2% | -7.8% | +8.0% | +0.7% |
| 3M | +14.3% | +10.0% | +4.2% | +13.1% |
| 6M | +4.0% | +79.5% | -75.5% | -1.1% |
| YTD | -3.7% | +59.8% | -63.5% | -7.8% |
| 1Y | -0.4% | +121.7% | -122.0% | -7.4% |
| 3Y | +23.3% | +240.8% | -217.5% | +7.7% |
| All | -18.2% | -33.6% | +15.4% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling