+173.4%
MPC vs TWLO
+259.3%
-85.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.6% |
| 7D | +5.4% | -2.0% | +7.5% | +5.6% |
| 30D | +31.0% | +20.6% | +10.4% | +28.6% |
| 3M | +46.0% | -1.5% | +47.6% | +45.8% |
| 6M | +77.3% | +89.4% | -12.1% | +67.0% |
| YTD | +141.9% | +63.8% | +78.1% | +130.3% |
| 1Y | +120.9% | +119.7% | +1.2% | +102.8% |
| All | +173.4% | +259.3% | -85.8% | +123.1% |
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