+678.6%
MPC vs TWLO
-37.0%
+715.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.3% | +2.5% |
| 7D | +3.9% | -1.2% | +5.1% | +3.9% |
| 30D | +33.8% | -6.4% | +40.1% | +34.4% |
| 3M | +49.9% | +6.3% | +43.6% | +48.6% |
| 6M | +80.9% | +76.4% | +4.5% | +71.7% |
| YTD | +147.4% | +58.8% | +88.6% | +136.2% |
| 1Y | +123.2% | +107.1% | +16.1% | +107.6% |
| 3Y | +171.7% | +245.0% | -73.3% | +138.9% |
| 5Y | +678.6% | -36.0% | +714.5% | +656.3% |
| All | +678.6% | -37.0% | +715.5% | +656.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling