+274.5%
MP vs TWLO
-0.2%
+274.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.3% | +5.3% | +2.8% |
| 7D | +11.0% | +5.6% | +5.4% | +9.3% |
| 30D | -11.7% | -24.6% | +12.9% | -5.4% |
| 3M | -30.8% | -14.0% | -16.8% | -29.1% |
| 6M | -42.9% | +10.1% | -53.0% | -45.9% |
| YTD | -25.9% | +49.2% | -75.1% | -36.4% |
| 1Y | -37.3% | +65.2% | -102.5% | -47.8% |
| 3Y | +150.7% | +260.7% | -110.0% | +53.8% |
| 5Y | -19.3% | -30.2% | +11.0% | -25.1% |
| All | +274.5% | -0.2% | +274.7% | +252.7% |
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