+154.3%
MP vs TWLO
+259.3%
-104.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.5% | +2.1% |
| 7D | -2.9% | -2.0% | -0.8% | -2.5% |
| 30D | +13.8% | +20.6% | -6.8% | +8.7% |
| 3M | -16.7% | -1.5% | -15.2% | -17.0% |
| 6M | -11.5% | +89.4% | -100.9% | -24.1% |
| YTD | +7.9% | +63.8% | -55.9% | -5.0% |
| 1Y | -15.0% | +119.7% | -134.8% | -30.6% |
| All | +154.3% | +259.3% | -104.9% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling