+1,174.7%
MPC vs TWLO
+298.6%
+876.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.4% |
| 7D | +3.2% | +0.2% | +3.0% | +3.1% |
| 30D | +25.0% | -9.1% | +34.2% | +26.3% |
| 3M | +55.2% | +11.0% | +44.2% | +52.5% |
| 6M | +86.4% | +79.4% | +7.0% | +72.2% |
| YTD | +148.5% | +59.7% | +88.7% | +131.8% |
| 1Y | +121.7% | +112.3% | +9.4% | +98.9% |
| 3Y | +172.9% | +247.0% | -74.1% | +125.2% |
| 5Y | +679.9% | -35.6% | +715.5% | +660.0% |
| 10Y | +1,174.7% | +305.7% | +869.0% | +751.2% |
| All | +1,174.7% | +298.6% | +876.1% | +751.2% |
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 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