-10.9%
MP vs TWLO
-30.7%
+19.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.1% |
| 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% | -34.4% |
| 1Y | -32.6% | +70.3% | -103.0% | -44.7% |
| 3Y | +159.3% | +261.4% | -102.1% | +55.0% |
| All | -10.9% | -30.7% | +19.8% | +6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling