+49.3%
MMM vs TWLO
-26.8%
+76.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.7% | -0.5% |
| 7D | -2.6% | +2.8% | -5.4% | -2.9% |
| 30D | +17.4% | -22.4% | +39.7% | +19.6% |
| 3M | +3.6% | -14.2% | +17.8% | +4.4% |
| 6M | +33.0% | +10.5% | +22.5% | +30.2% |
| YTD | +19.6% | +54.3% | -34.7% | +12.2% |
| 1Y | +14.0% | +68.0% | -54.0% | +5.9% |
| 3Y | +164.3% | +273.0% | -108.7% | +120.4% |
| 5Y | +49.3% | -26.3% | +75.7% | +27.6% |
| All | +49.3% | -26.8% | +76.2% | +27.6% |
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