+104.8%
MMM vs TWLO
+238.8%
-134.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.3% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | -8.0% | -6.4% | -1.6% | -7.5% |
| 3M | +9.4% | +6.3% | +3.1% | +8.3% |
| 6M | +10.2% | +76.4% | -66.2% | +1.4% |
| YTD | +6.1% | +58.8% | -52.7% | -1.3% |
| 1Y | +10.8% | +107.1% | -96.3% | -1.9% |
| 3Y | +104.8% | +245.0% | -140.2% | +53.7% |
| All | +104.8% | +238.8% | -134.0% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling