+264.6%
MP vs TWLO
+0.8%
+263.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.0% | -3.1% | +1.4% |
| 7D | -3.6% | +0.2% | -3.8% | -3.6% |
| 30D | -21.0% | -26.0% | +5.0% | -14.9% |
| 3M | -33.3% | -14.3% | -19.0% | -31.5% |
| 6M | -45.9% | +6.2% | -52.1% | -48.2% |
| YTD | -27.8% | +50.6% | -78.4% | -38.2% |
| 1Y | -43.2% | +64.0% | -107.2% | -52.6% |
| 3Y | +144.0% | +264.1% | -120.0% | +49.4% |
| 5Y | -6.1% | -27.9% | +21.8% | -13.6% |
| All | +264.6% | +0.8% | +263.8% | +242.7% |
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