+51.2%
MMM vs TWLO
+319.6%
-268.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.1% |
| 7D | -3.2% | -3.9% | +0.6% | -3.0% |
| 30D | -10.7% | -9.7% | -1.0% | -10.1% |
| 3M | +4.3% | +11.6% | -7.3% | +3.1% |
| 6M | +5.9% | +84.7% | -78.8% | +0.3% |
| YTD | +3.2% | +62.5% | -59.3% | -1.6% |
| 1Y | +8.0% | +121.7% | -113.7% | +0.3% |
| 3Y | +99.1% | +253.0% | -153.9% | +76.5% |
| 5Y | +25.7% | -32.5% | +58.2% | +18.2% |
| All | +51.2% | +319.6% | -268.5% | +17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling