+113.2%
MPC vs TWLO
+61.4%
+51.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | +2.5% |
| 7D | +9.4% | +5.6% | +3.8% | +9.3% |
| 30D | -13.4% | -24.6% | +11.2% | -13.2% |
| 3M | +18.9% | -14.0% | +32.8% | +19.0% |
| 6M | +64.9% | +10.1% | +54.8% | +63.7% |
| YTD | +156.8% | +49.2% | +107.6% | +154.3% |
| 1Y | +113.2% | +65.2% | +47.9% | +107.3% |
| All | +113.2% | +61.4% | +51.8% | +107.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling