+1,271.6%
MELI vs TWLO
+847.7%
+423.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.1% |
| 7D | -4.1% | -2.4% | -1.7% | -3.3% |
| 30D | +3.8% | -7.8% | +11.6% | +6.0% |
| 3M | +17.8% | +10.0% | +7.8% | +12.1% |
| 6M | +7.4% | +79.5% | -72.0% | -15.4% |
| YTD | -5.8% | +59.8% | -65.6% | -23.5% |
| 1Y | -18.9% | +121.7% | -140.5% | -41.8% |
| 3Y | +33.3% | +240.8% | -207.5% | -24.1% |
| 5Y | +2.7% | -33.6% | +36.3% | -5.8% |
| 10Y | +962.9% | +306.0% | +657.0% | +510.1% |
| All | +1,271.6% | +847.7% | +423.9% | +609.4% |
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