+287.6%
MP vs TWLO
-0.6%
+288.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.6% |
| 7D | +9.5% | +4.5% | +4.9% | +8.1% |
| 30D | -3.0% | -22.1% | +19.1% | +3.0% |
| 3M | -30.4% | -15.3% | -15.0% | -28.3% |
| 6M | -39.2% | +9.7% | -48.8% | -42.3% |
| YTD | -23.3% | +48.5% | -71.8% | -34.1% |
| 1Y | -32.6% | +70.3% | -103.0% | -44.4% |
| 3Y | +159.3% | +261.4% | -102.1% | +58.9% |
| 5Y | -16.4% | -30.6% | +14.1% | -22.4% |
| All | +287.6% | -0.6% | +288.2% | +265.5% |
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