-15.1%
MP vs TWLO
-34.7%
+19.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +4.8% |
| 7D | -10.5% | -1.5% | -9.0% | -10.1% |
| 30D | -23.5% | -26.0% | +2.5% | -17.5% |
| 3M | -25.4% | +4.6% | -30.0% | -27.9% |
| 6M | -51.3% | +5.5% | -56.8% | -53.3% |
| YTD | -29.9% | +42.0% | -71.9% | -39.4% |
| 1Y | -31.8% | +58.5% | -90.3% | -42.9% |
| 3Y | +127.0% | +279.7% | -152.7% | +32.2% |
| All | -15.1% | -34.7% | +19.7% | +12.3% |
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