+53.1%
MNST vs TWLO
+238.8%
-185.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -1.5% |
| 7D | -4.1% | -1.2% | -2.9% | -4.1% |
| 30D | -4.5% | -6.4% | +1.9% | -4.4% |
| 3M | -2.5% | +6.3% | -8.7% | -2.4% |
| 6M | +14.1% | +76.4% | -62.3% | +12.8% |
| YTD | +12.6% | +58.8% | -46.2% | +11.6% |
| 1Y | +36.9% | +107.1% | -70.1% | +34.5% |
| 3Y | +53.1% | +245.0% | -191.9% | +38.9% |
| All | +53.1% | +238.8% | -185.7% | +38.9% |
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