+1,346.4%
MPC vs TWLO
+792.9%
+553.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.7% | -0.5% |
| 7D | -8.8% | +0.2% | -9.0% | -8.9% |
| 30D | -14.4% | -26.0% | +11.6% | -11.9% |
| 3M | +21.9% | -14.3% | +36.3% | +23.1% |
| 6M | +60.1% | +6.2% | +53.9% | +56.9% |
| YTD | +142.3% | +50.6% | +91.7% | +126.5% |
| 1Y | +101.7% | +64.0% | +37.7% | +86.6% |
| 3Y | +184.8% | +264.1% | -79.3% | +134.2% |
| 5Y | +564.6% | -27.9% | +592.5% | +533.2% |
| 10Y | +1,098.3% | +580.0% | +518.3% | +724.2% |
| All | +1,346.4% | +792.9% | +553.5% | +863.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling