+248.4%
MNST vs TWLO
+298.6%
-50.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -3.6% | +0.2% | -3.8% | -3.6% |
| 30D | -6.3% | -9.1% | +2.9% | -5.6% |
| 3M | -5.0% | +11.0% | -16.0% | -6.2% |
| 6M | +13.1% | +79.4% | -66.2% | +6.4% |
| YTD | +11.8% | +59.7% | -48.0% | +5.9% |
| 1Y | +35.2% | +112.3% | -77.1% | +24.4% |
| 3Y | +52.0% | +247.0% | -195.0% | +29.6% |
| 5Y | +77.9% | -35.6% | +113.4% | +73.8% |
| 10Y | +248.4% | +305.7% | -57.3% | +183.7% |
| All | +248.4% | +298.6% | -50.2% | +183.7% |
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 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