+163.8%
MPC vs TWLO
+272.8%
-109.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -16.2% | -1.5% | -14.7% | -16.1% |
| 30D | -15.7% | -26.0% | +10.3% | -14.1% |
| 3M | +24.9% | +4.6% | +20.3% | +23.1% |
| 6M | +52.7% | +5.5% | +47.1% | +50.1% |
| YTD | +131.9% | +42.0% | +89.8% | +121.5% |
| 1Y | +96.6% | +58.5% | +38.2% | +85.3% |
| 3Y | +163.8% | +279.7% | -115.9% | +111.3% |
| All | +163.8% | +272.8% | -109.0% | +111.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling