+76.2%
MMM vs TWLO
+780.4%
-704.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -0.4% | +4.5% | -4.9% | -0.7% |
| 30D | +12.1% | -22.1% | +34.2% | +13.8% |
| 3M | +1.4% | -15.3% | +16.7% | +2.1% |
| 6M | +26.6% | +9.7% | +16.9% | +24.6% |
| YTD | +16.8% | +48.5% | -31.7% | +11.8% |
| 1Y | +10.1% | +70.3% | -60.3% | +4.3% |
| 3Y | +158.4% | +261.4% | -103.0% | +128.8% |
| 5Y | +43.1% | -30.6% | +73.6% | +34.5% |
| 10Y | +74.2% | +569.2% | -495.1% | +33.8% |
| All | +76.2% | +780.4% | -704.2% | +34.1% |
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