+234.0%
MNST vs TWLO
+871.2%
-637.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.3% |
| 7D | -6.5% | -2.0% | -4.5% | -6.4% |
| 30D | -7.2% | +20.6% | -27.8% | -9.0% |
| 3M | -1.0% | -1.5% | +0.5% | -1.3% |
| 6M | +11.5% | +89.4% | -77.9% | +4.4% |
| YTD | +14.3% | +63.8% | -49.5% | +8.2% |
| 1Y | +38.1% | +119.7% | -81.6% | +26.8% |
| 3Y | +55.0% | +256.1% | -201.2% | +32.3% |
| 5Y | +79.6% | -36.6% | +116.2% | +75.6% |
| 10Y | +241.8% | +304.3% | -62.6% | +179.5% |
| All | +234.0% | +871.2% | -637.1% | +157.0% |
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