-11.7%
MP vs TWLO
+106.8%
-118.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.6% | +2.1% |
| 7D | +3.0% | -1.2% | +4.2% | +3.2% |
| 30D | +8.3% | -6.4% | +14.7% | +9.5% |
| 3M | -3.8% | +6.3% | -10.1% | -5.7% |
| 6M | -4.9% | +76.4% | -81.3% | -14.3% |
| YTD | +9.6% | +58.8% | -49.2% | -0.8% |
| 1Y | -11.7% | +107.1% | -118.8% | -22.4% |
| All | -11.7% | +106.8% | -118.6% | -22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling