+1,171.8%
MPC vs TWLO
+566.1%
+605.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +11.2% | +4.5% | +6.7% | +10.7% |
| 30D | -14.5% | -22.1% | +7.6% | -12.4% |
| 3M | +16.7% | -15.3% | +32.0% | +17.9% |
| 6M | +67.6% | +9.7% | +57.9% | +63.3% |
| YTD | +157.9% | +48.5% | +109.4% | +140.4% |
| 1Y | +116.7% | +70.3% | +46.3% | +98.4% |
| 3Y | +199.8% | +261.4% | -61.7% | +143.2% |
| 5Y | +604.4% | -30.6% | +635.0% | +576.4% |
| All | +1,171.8% | +566.1% | +605.7% | +727.9% |
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